+211.7%
MCD vs BN
+271.1%
-59.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +7.1% | +5.3% | +1.8% | +5.5% |
| 30D | +19.8% | +11.9% | +7.9% | +15.8% |
| 3M | +0.8% | -5.7% | +6.5% | +2.5% |
| 6M | -1.3% | -10.6% | +9.3% | +1.7% |
| YTD | -7.8% | -9.4% | +1.6% | -6.0% |
| 1Y | -5.0% | -8.8% | +3.8% | -3.5% |
| 3Y | +10.5% | +95.6% | -85.1% | -16.7% |
| 5Y | +22.0% | +30.2% | -8.2% | +4.8% |
| All | +211.7% | +271.1% | -59.4% | +74.0% |
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