+5,979.9%
MCD vs BKR
+571.3%
+5,408.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +1.7% | -4.6% | -3.0% |
| 30D | -6.0% | +3.3% | -9.4% | -6.4% |
| 3M | -5.6% | -3.6% | -2.0% | -5.4% |
| 6M | -21.9% | +5.0% | -26.9% | -22.6% |
| YTD | -14.7% | +40.9% | -55.6% | -18.5% |
| 1Y | -17.3% | +39.2% | -56.5% | -21.0% |
| 3Y | -2.2% | +83.7% | -85.9% | -10.7% |
| 5Y | +20.3% | +207.5% | -187.2% | +1.1% |
| 10Y | +180.7% | +136.3% | +44.4% | +129.7% |
| All | +5,979.9% | +571.3% | +5,408.6% | +3,597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling