+1,698.3%
MCD vs BG
+940.3%
+758.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | -1.9% | +3.4% | -5.3% | -2.4% |
| 30D | +16.6% | -3.8% | +20.4% | +17.2% |
| 3M | +0.9% | -9.6% | +10.5% | +2.3% |
| 6M | +1.5% | -19.5% | +21.0% | +4.4% |
| YTD | -8.3% | +14.6% | -22.9% | -11.0% |
| 1Y | -8.1% | +6.6% | -14.8% | -9.8% |
| 3Y | +10.3% | +4.7% | +5.6% | +7.3% |
| 5Y | +23.4% | +22.1% | +1.4% | +15.3% |
| 10Y | +205.9% | +109.2% | +96.8% | +151.0% |
| All | +1,698.3% | +940.3% | +758.1% | +1,092.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling