-9.3%
MCD vs BB
+99.6%
-108.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.7% |
| 7D | -1.6% | +1.8% | -3.5% | -1.5% |
| 30D | +14.1% | +8.1% | +6.0% | +14.7% |
| 3M | +0.6% | -1.0% | +1.6% | +0.8% |
| 6M | 0.0% | +45.9% | -45.9% | +0.9% |
| YTD | -9.3% | +134.8% | -144.1% | -8.6% |
| 1Y | -9.3% | +104.6% | -113.9% | -7.9% |
| All | -9.3% | +99.6% | -108.9% | -7.9% |
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