+177.5%
MCD vs BLK
+277.4%
-99.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.5% | -5.2% | +2.6% | -0.8% |
| 30D | -7.0% | -7.0% | 0.0% | -4.8% |
| 3M | -9.8% | +5.7% | -15.5% | -11.8% |
| 6M | -21.8% | +11.0% | -32.8% | -25.0% |
| YTD | -15.6% | +0.9% | -16.5% | -16.9% |
| 1Y | -15.2% | -1.6% | -13.5% | -16.0% |
| 3Y | -2.6% | +64.5% | -67.0% | -21.8% |
| 5Y | +18.9% | +30.9% | -12.0% | +1.9% |
| All | +177.5% | +277.4% | -99.9% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling