+180.0%
MCD vs BN
+259.6%
-79.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.8% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -6.1% | -10.9% | +4.8% | -2.9% |
| 3M | -7.3% | -11.1% | +3.8% | -4.1% |
| 6M | -20.9% | -4.4% | -16.6% | -20.4% |
| YTD | -14.7% | -14.1% | -0.5% | -11.6% |
| 1Y | -16.1% | -11.1% | -5.1% | -14.4% |
| 3Y | -1.5% | +75.6% | -77.1% | -23.4% |
| 5Y | +20.4% | +35.8% | -15.3% | +0.3% |
| 10Y | +180.0% | +261.6% | -81.6% | +54.3% |
| All | +180.0% | +259.6% | -79.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling