+6,475.2%
MCD vs BN
+15,687.7%
-9,212.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +7.1% | +5.3% | +1.8% | +5.9% |
| 30D | +19.8% | +11.9% | +7.9% | +16.8% |
| 3M | +0.8% | -5.7% | +6.5% | +2.1% |
| 6M | -1.3% | -10.6% | +9.3% | +0.9% |
| YTD | -7.8% | -9.4% | +1.6% | -6.4% |
| 1Y | -5.0% | -8.8% | +3.8% | -3.8% |
| 3Y | +10.5% | +95.6% | -85.1% | -8.2% |
| 5Y | +22.0% | +30.2% | -8.2% | +9.2% |
| 10Y | +216.7% | +277.0% | -60.4% | +120.0% |
| All | +6,475.2% | +15,687.7% | -9,212.5% | +2,802.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling