+193.4%
MCD vs BN
+290.8%
-97.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -1.6% | -1.0% | -0.7% | -1.4% |
| 30D | +14.1% | +14.0% | +0.2% | +9.8% |
| 3M | +0.6% | -9.0% | +9.6% | +3.4% |
| 6M | 0.0% | -8.8% | +8.9% | +2.4% |
| YTD | -9.3% | -10.3% | +1.0% | -7.3% |
| 1Y | -9.3% | -5.8% | -3.5% | -8.8% |
| 3Y | +8.6% | +94.8% | -86.2% | -18.1% |
| 5Y | +21.9% | +31.5% | -9.6% | +4.1% |
| All | +193.4% | +290.8% | -97.4% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling