-6.1%
MCD vs BIYA
-99.9%
+93.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.5% |
| 7D | +7.1% | -10.5% | +17.6% | +7.1% |
| 30D | +19.8% | -51.7% | +71.5% | +19.7% |
| 3M | +0.8% | -60.8% | +61.6% | +0.8% |
| 6M | -1.3% | -90.6% | +89.3% | -1.5% |
| YTD | -7.8% | -97.1% | +89.4% | -8.3% |
| 1Y | -5.0% | -99.1% | +94.1% | -6.6% |
| All | -6.1% | -99.9% | +93.8% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling