+5,979.9%
MCD vs BBWI
+1,034.6%
+4,945.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -2.0% |
| 7D | -2.8% | +1.5% | -4.3% | -3.1% |
| 30D | -6.0% | -5.2% | -0.8% | -5.4% |
| 3M | -5.6% | +11.1% | -16.7% | -7.7% |
| 6M | -21.9% | -13.4% | -8.5% | -21.1% |
| YTD | -14.7% | +0.1% | -14.8% | -16.3% |
| 1Y | -17.3% | -36.1% | +18.9% | -13.6% |
| 3Y | -2.2% | -44.1% | +41.9% | +0.3% |
| 5Y | +20.3% | -66.2% | +86.5% | +29.4% |
| 10Y | +180.7% | -54.8% | +235.5% | +146.5% |
| All | +5,979.9% | +1,034.6% | +4,945.3% | +1,831.4% |
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 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