+20.8%
MCD vs BEN
+28.2%
-7.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -1.6% | +6.8% | -8.4% | -2.6% |
| 30D | +14.1% | +18.0% | -3.9% | +11.4% |
| 3M | +0.6% | +7.5% | -6.9% | -0.6% |
| 6M | 0.0% | +14.7% | -14.7% | -2.3% |
| YTD | -9.3% | +56.1% | -65.4% | -15.7% |
| 1Y | -9.3% | +69.6% | -78.9% | -16.9% |
| 3Y | +8.6% | +87.7% | -79.1% | -4.0% |
| All | +20.8% | +28.2% | -7.4% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling