+21.6%
MCD vs BEN
+39.3%
-17.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.0% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | -5.6% | +9.7% | -15.3% | -7.0% |
| 6M | -21.9% | +33.9% | -55.8% | -25.4% |
| YTD | -14.7% | +49.0% | -63.7% | -20.1% |
| 1Y | -17.3% | +42.1% | -59.4% | -22.0% |
| 3Y | -2.2% | +51.9% | -54.0% | -9.8% |
| All | +21.6% | +39.3% | -17.7% | +10.4% |
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