+8.6%
MCD vs BKR
+53.3%
-44.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -1.6% | +3.8% | -5.4% | -1.6% |
| 30D | +14.1% | -10.3% | +24.4% | +13.9% |
| 3M | +0.6% | -21.7% | +22.3% | +0.4% |
| 6M | 0.0% | -23.8% | +23.8% | -0.1% |
| YTD | -9.3% | +10.3% | -19.5% | -9.8% |
| 1Y | -9.3% | +5.7% | -15.0% | -9.8% |
| 3Y | +8.6% | +52.6% | -44.0% | +6.2% |
| All | +8.6% | +53.3% | -44.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling