-2.6%
MCD vs BLK
+64.8%
-67.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | -6.7% | -4.8% | -2.0% | -6.1% |
| 3M | -9.6% | +6.5% | -16.0% | -10.6% |
| 6M | -22.3% | +13.2% | -35.5% | -24.1% |
| YTD | -15.4% | +1.8% | -17.2% | -16.1% |
| 1Y | -16.8% | -1.0% | -15.8% | -17.2% |
| All | -2.6% | +64.8% | -67.4% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling