+181.3%
MCD vs BB
+2.1%
+179.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.9% | +1.8% | -4.7% | -2.9% |
| 30D | -6.7% | -12.2% | +5.5% | -6.3% |
| 3M | -9.6% | -12.3% | +2.8% | -9.5% |
| 6M | -22.3% | +122.7% | -145.0% | -26.3% |
| YTD | -15.4% | +104.5% | -119.9% | -19.5% |
| 1Y | -16.8% | +106.7% | -123.5% | -21.1% |
| 3Y | -2.4% | +70.0% | -72.4% | -8.3% |
| 5Y | +19.4% | -27.8% | +47.1% | +16.4% |
| 10Y | +181.3% | +2.4% | +178.9% | +125.5% |
| All | +181.3% | +2.1% | +179.2% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling