+195.2%
MCD vs BBY
+285.7%
-90.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.2% |
| 7D | -1.6% | +4.0% | -5.6% | -2.2% |
| 30D | +16.0% | +17.6% | -1.5% | +13.0% |
| 3M | 0.0% | +25.9% | -25.9% | -3.8% |
| 6M | +0.9% | +85.1% | -84.2% | -9.1% |
| YTD | -8.7% | +60.6% | -69.3% | -16.2% |
| 1Y | -8.6% | +40.2% | -48.7% | -14.2% |
| 3Y | +9.9% | +86.6% | -76.8% | -5.1% |
| 5Y | +22.6% | -3.7% | +26.3% | +18.6% |
| All | +195.2% | +285.7% | -90.5% | +130.0% |
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