+6,475.2%
MCD vs BBWI
+1,142.2%
+5,333.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | 0.0% |
| 7D | +7.1% | -6.2% | +13.3% | +8.2% |
| 30D | +19.8% | +19.9% | -0.2% | +16.2% |
| 3M | +0.8% | +7.1% | -6.3% | -0.9% |
| 6M | -1.3% | +13.7% | -15.0% | -4.5% |
| YTD | -7.8% | +9.6% | -17.3% | -11.0% |
| 1Y | -5.0% | -1.6% | -3.3% | -7.6% |
| 3Y | +10.5% | -25.9% | +36.4% | +7.8% |
| 5Y | +22.0% | -67.8% | +89.8% | +32.5% |
| 10Y | +216.7% | -43.5% | +260.1% | +166.2% |
| All | +6,475.2% | +1,142.2% | +5,333.0% | +1,952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling