+6,592.2%
MCD vs BEN
+5,130.7%
+1,461.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | +0.4% |
| 7D | +5.9% | +12.2% | -6.3% | +3.3% |
| 30D | +19.6% | +12.1% | +7.6% | +16.7% |
| 3M | +3.3% | +7.3% | -4.0% | +1.6% |
| 6M | +3.5% | +17.9% | -14.4% | -0.5% |
| YTD | -6.1% | +55.4% | -61.5% | -15.3% |
| 1Y | -3.7% | +69.3% | -73.0% | -14.8% |
| 3Y | +13.4% | +82.8% | -69.5% | -3.4% |
| 5Y | +25.2% | +28.8% | -3.6% | +13.0% |
| 10Y | +211.3% | +53.9% | +157.4% | +156.5% |
| All | +6,592.2% | +5,130.7% | +1,461.5% | +2,016.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling