+1,121.7%
MCD vs BB
+258.8%
+862.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -5.6% | +2.8% | -2.6% |
| 30D | -6.0% | -11.8% | +5.8% | -5.6% |
| 3M | -5.6% | -25.5% | +20.0% | -4.8% |
| 6M | -21.9% | +121.3% | -143.1% | -25.2% |
| YTD | -14.7% | +103.2% | -117.9% | -18.1% |
| 1Y | -17.3% | +102.6% | -119.9% | -20.7% |
| 3Y | -2.2% | +37.5% | -39.7% | -6.1% |
| 5Y | +20.3% | -30.4% | +50.7% | +17.6% |
| 10Y | +180.7% | 0.0% | +180.7% | +156.0% |
| All | +1,121.7% | +258.8% | +862.8% | +904.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling