-9.3%
MCD vs BG
+8.3%
-17.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +14.1% | -6.7% | +20.8% | +14.2% |
| 3M | +0.6% | -9.3% | +9.9% | +0.7% |
| 6M | 0.0% | -18.3% | +18.4% | -0.1% |
| YTD | -9.3% | +16.2% | -25.5% | -13.3% |
| 1Y | -9.3% | +7.6% | -16.9% | -11.8% |
| All | -9.3% | +8.3% | -17.6% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling