+205.9%
MCD vs BN
+281.2%
-75.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | +16.6% | +13.5% | +3.1% | +12.3% |
| 3M | +0.9% | -5.9% | +6.9% | +2.7% |
| 6M | +1.5% | -8.9% | +10.4% | +3.9% |
| YTD | -8.3% | -7.9% | -0.5% | -7.1% |
| 1Y | -8.1% | -8.3% | +0.2% | -6.9% |
| 3Y | +10.3% | +100.8% | -90.4% | -17.7% |
| 5Y | +23.4% | +38.2% | -14.8% | +3.4% |
| 10Y | +205.9% | +302.3% | -96.4% | +64.8% |
| All | +205.9% | +281.2% | -75.3% | +64.8% |
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