-4.4%
MCD vs BIYA
-99.9%
+95.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.8% |
| 7D | +5.9% | -7.8% | +13.7% | +5.9% |
| 30D | +19.6% | -38.5% | +58.2% | +19.6% |
| 3M | +3.3% | -59.5% | +62.8% | +3.3% |
| 6M | +3.5% | -89.2% | +92.7% | +3.3% |
| YTD | -6.1% | -97.1% | +91.0% | -6.6% |
| 1Y | -3.7% | -99.0% | +95.3% | -5.3% |
| All | -4.4% | -99.9% | +95.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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