+205.9%
MCD vs BBWI
-45.0%
+250.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -1.9% | -7.7% | +5.8% | -1.1% |
| 30D | +16.6% | +24.8% | -8.1% | +13.8% |
| 3M | +0.9% | +16.2% | -15.3% | -1.0% |
| 6M | +1.5% | +15.8% | -14.4% | -0.8% |
| YTD | -8.3% | +11.4% | -19.8% | -10.6% |
| 1Y | -8.1% | +3.2% | -11.3% | -10.2% |
| 3Y | +10.3% | -23.5% | +33.8% | +8.1% |
| 5Y | +23.4% | -67.4% | +90.8% | +32.4% |
| 10Y | +205.9% | -46.0% | +251.9% | +137.6% |
| All | +205.9% | -45.0% | +250.9% | +137.6% |
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