-15.8%
MCD vs BKR
+29.6%
-45.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.4% |
| 7D | -2.5% | -6.7% | +4.1% | -2.7% |
| 30D | -7.0% | -8.3% | +1.3% | -7.3% |
| 3M | -9.8% | -5.4% | -4.4% | -9.7% |
| 6M | -21.8% | +0.8% | -22.6% | -21.7% |
| YTD | -15.6% | +31.8% | -47.4% | -15.4% |
| All | -15.8% | +29.6% | -45.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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