-3.5%
MCD vs BN
-6.6%
+3.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.1% | +1.1% |
| 7D | +5.9% | +3.6% | +2.3% | +5.2% |
| 30D | +19.6% | +15.9% | +3.8% | +17.3% |
| 3M | +3.3% | -2.3% | +5.6% | +2.5% |
| 6M | +3.5% | -8.4% | +11.9% | +3.0% |
| YTD | -6.1% | -5.9% | -0.2% | -7.2% |
| All | -3.5% | -6.6% | +3.2% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling