+22.6%
MCD vs BBWI
-68.3%
+90.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -1.3% |
| 30D | +16.0% | +17.1% | -1.1% | +15.0% |
| 3M | 0.0% | +17.5% | -17.5% | -1.0% |
| 6M | +0.9% | +12.8% | -11.9% | 0.0% |
| YTD | -8.7% | +8.2% | -16.9% | -9.7% |
| 1Y | -8.6% | -1.8% | -6.8% | -9.2% |
| 3Y | +9.9% | -25.8% | +35.6% | +8.6% |
| 5Y | +22.6% | -68.0% | +90.7% | +35.2% |
| All | +22.6% | -68.3% | +90.9% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling