-16.1%
MCD vs BB
+102.8%
-119.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -6.1% | -12.4% | +6.2% | -6.9% |
| 3M | -7.3% | -15.3% | +8.0% | -8.1% |
| 6M | -20.9% | +128.8% | -149.7% | -19.3% |
| YTD | -14.7% | +107.7% | -122.3% | -13.1% |
| 1Y | -16.1% | +103.9% | -120.0% | -14.7% |
| All | -16.1% | +102.8% | -119.0% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling