+178.1%
MCD vs BBWI
-54.1%
+232.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -1.8% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -6.0% | -5.2% | -0.8% | -5.6% |
| 3M | -5.6% | +11.1% | -16.7% | -7.0% |
| 6M | -21.9% | -13.4% | -8.5% | -21.3% |
| YTD | -14.7% | +0.1% | -14.8% | -15.7% |
| 1Y | -17.3% | -36.1% | +18.9% | -14.6% |
| 3Y | -2.2% | -44.1% | +41.9% | -0.3% |
| 5Y | +20.3% | -66.2% | +86.5% | +28.0% |
| All | +178.1% | -54.1% | +232.2% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling