+47.0%
MCD vs BBIO
+144.2%
-97.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.0% | -2.4% | +0.3% | -1.9% |
| 30D | -6.1% | -11.5% | +5.4% | -5.6% |
| 3M | -7.3% | +11.0% | -18.2% | -7.8% |
| 6M | -20.9% | +14.4% | -35.3% | -21.6% |
| YTD | -14.7% | -2.3% | -12.4% | -14.9% |
| 1Y | -16.1% | +37.7% | -53.8% | -17.8% |
| 3Y | -1.5% | +163.1% | -164.7% | -7.9% |
| 5Y | +20.4% | +49.5% | -29.0% | +9.7% |
| All | +47.0% | +144.2% | -97.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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