+1,101.8%
MCD vs BLK
+14,736.0%
-13,634.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.6% | +3.7% | -5.4% | -2.5% |
| 30D | +14.1% | +13.9% | +0.2% | +10.8% |
| 3M | +0.6% | +3.9% | -3.3% | -0.3% |
| 6M | 0.0% | +13.0% | -13.0% | -3.0% |
| YTD | -9.3% | +16.1% | -25.4% | -13.0% |
| 1Y | -9.3% | +16.8% | -26.1% | -13.2% |
| 3Y | +8.6% | +97.7% | -89.0% | -8.7% |
| 5Y | +21.9% | +42.1% | -20.2% | +8.7% |
| 10Y | +202.8% | +321.3% | -118.5% | +110.2% |
| All | +1,101.8% | +14,736.0% | -13,634.2% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling