+1,573.3%
MCD vs BG
+1,131.5%
+441.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.8% | +2.8% | -5.6% | -3.3% |
| 30D | -6.0% | +12.0% | -18.1% | -7.7% |
| 3M | -5.6% | -7.7% | +2.1% | -4.7% |
| 6M | -21.9% | +4.5% | -26.3% | -22.8% |
| YTD | -14.7% | +35.7% | -50.4% | -19.2% |
| 1Y | -17.3% | +50.1% | -67.3% | -23.0% |
| 3Y | -2.2% | +12.6% | -14.8% | -5.7% |
| 5Y | +20.3% | +75.4% | -55.1% | +6.1% |
| 10Y | +180.7% | +150.5% | +30.2% | +124.1% |
| All | +1,573.3% | +1,131.5% | +441.8% | +982.9% |
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