-3.9%
MCD vs BEN
+56.2%
-60.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.9% | +6.1% |
| 7D | +11.9% | +6.7% | +5.1% | +11.3% |
| 30D | +20.2% | +3.0% | +17.2% | +19.8% |
| 3M | +5.2% | -4.3% | +9.5% | +5.1% |
| 6M | 0.0% | +16.4% | -16.4% | -1.7% |
| YTD | -6.5% | +46.8% | -53.3% | -11.6% |
| 1Y | -3.9% | +57.3% | -61.3% | -10.1% |
| All | -3.9% | +56.2% | -60.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling