-3.9%
MCD vs BLK
+17.9%
-21.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.4% | +1.1% | +5.9% |
| 7D | +11.9% | +5.7% | +6.1% | +11.2% |
| 30D | +20.2% | +14.8% | +5.4% | +18.9% |
| 3M | +5.2% | +8.8% | -3.6% | +4.2% |
| 6M | 0.0% | +17.6% | -17.6% | -1.4% |
| YTD | -6.5% | +16.3% | -22.8% | -8.6% |
| 1Y | -3.9% | +18.0% | -21.9% | -6.9% |
| All | -3.9% | +17.9% | -21.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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