+20.8%
MCD vs BB
-17.6%
+38.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | -1.6% | +1.8% | -3.5% | -1.7% |
| 30D | +14.1% | +8.1% | +6.0% | +13.9% |
| 3M | +0.6% | -1.0% | +1.6% | +0.5% |
| 6M | 0.0% | +45.9% | -45.9% | -1.8% |
| YTD | -9.3% | +134.8% | -144.1% | -12.6% |
| 1Y | -9.3% | +104.6% | -113.9% | -12.2% |
| 3Y | +8.6% | +152.8% | -144.2% | +1.7% |
| All | +20.8% | -17.6% | +38.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling