+181.3%
MCD vs BG
+160.3%
+21.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | -6.7% | +10.3% | -17.1% | -8.5% |
| 3M | -9.6% | -1.9% | -7.7% | -9.5% |
| 6M | -22.3% | +5.2% | -27.6% | -23.5% |
| YTD | -15.4% | +41.2% | -56.6% | -21.5% |
| 1Y | -16.8% | +50.5% | -67.3% | -23.9% |
| 3Y | -2.4% | +19.9% | -22.3% | -7.7% |
| 5Y | +19.4% | +86.7% | -67.3% | -1.2% |
| 10Y | +181.3% | +167.5% | +13.8% | +87.1% |
| All | +181.3% | +160.3% | +21.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling