+177.5%
MCD vs BBY
+242.2%
-64.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -7.0% | +5.8% | -12.8% | -7.9% |
| 3M | -9.8% | +18.0% | -27.8% | -12.4% |
| 6M | -21.8% | +39.8% | -61.6% | -26.3% |
| YTD | -15.6% | +35.4% | -51.0% | -20.3% |
| 1Y | -15.2% | +21.4% | -36.6% | -18.6% |
| 3Y | -2.6% | +39.5% | -42.1% | -11.4% |
| 5Y | +18.9% | -0.5% | +19.4% | +12.6% |
| All | +177.5% | +242.2% | -64.7% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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