+1,221.2%
MCD vs BB
+307.3%
+913.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -0.7% |
| 7D | +7.1% | +3.8% | +3.3% | +6.9% |
| 30D | +19.8% | -0.3% | +20.1% | +19.6% |
| 3M | +0.8% | -0.5% | +1.3% | +0.6% |
| 6M | -1.3% | +45.9% | -47.2% | -3.7% |
| YTD | -7.8% | +130.6% | -138.4% | -12.1% |
| 1Y | -5.0% | +89.2% | -94.1% | -8.7% |
| 3Y | +10.5% | +137.5% | -127.0% | +3.5% |
| 5Y | +22.0% | -20.9% | +42.9% | +18.6% |
| 10Y | +216.7% | +25.4% | +191.3% | +185.5% |
| All | +1,221.2% | +307.3% | +913.9% | +978.9% |
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