-2.6%
MCD vs BB
+66.7%
-69.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -2.9% | +1.8% | -4.7% | -2.8% |
| 30D | -6.7% | -12.2% | +5.5% | -6.8% |
| 3M | -9.6% | -12.3% | +2.8% | -9.8% |
| 6M | -22.3% | +122.7% | -145.0% | -23.7% |
| YTD | -15.4% | +104.5% | -119.9% | -16.8% |
| 1Y | -16.8% | +106.7% | -123.5% | -18.3% |
| All | -2.6% | +66.7% | -69.3% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling