+205.9%
MCD vs BB
+31.7%
+174.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.5% | -2.7% |
| 7D | -1.9% | +7.3% | -9.2% | -2.2% |
| 30D | +16.6% | +11.2% | +5.4% | +15.9% |
| 3M | +0.9% | +4.7% | -3.7% | +0.5% |
| 6M | +1.5% | +51.1% | -49.7% | -1.5% |
| YTD | -8.3% | +148.0% | -156.3% | -13.6% |
| 1Y | -8.1% | +106.1% | -114.3% | -12.6% |
| 3Y | +10.3% | +158.2% | -147.9% | +1.3% |
| 5Y | +23.4% | -10.8% | +34.2% | +19.2% |
| 10Y | +205.9% | +29.3% | +176.6% | +144.8% |
| All | +205.9% | +31.7% | +174.3% | +144.8% |
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