+18.9%
MCD vs BLK
+29.1%
-10.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.5% | -5.2% | +2.6% | -1.5% |
| 30D | -7.0% | -7.0% | 0.0% | -5.7% |
| 3M | -9.8% | +5.7% | -15.5% | -11.0% |
| 6M | -21.8% | +11.0% | -32.8% | -23.8% |
| YTD | -15.6% | +0.9% | -16.5% | -16.3% |
| 1Y | -15.2% | -1.6% | -13.5% | -15.6% |
| 3Y | -2.6% | +64.5% | -67.0% | -15.8% |
| 5Y | +18.9% | +30.9% | -12.0% | +6.0% |
| All | +18.9% | +29.1% | -10.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling