-1.5%
MCD vs BBY
+42.7%
-44.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -2.0% | +8.1% | -10.1% | -2.5% |
| 30D | -6.1% | +8.9% | -15.1% | -6.6% |
| 3M | -7.3% | +22.0% | -29.3% | -8.4% |
| 6M | -20.9% | +37.8% | -58.8% | -22.6% |
| YTD | -14.7% | +37.3% | -52.0% | -16.4% |
| 1Y | -16.1% | +21.6% | -37.7% | -17.2% |
| 3Y | -1.5% | +41.5% | -43.0% | -4.6% |
| All | -1.5% | +42.7% | -44.2% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling