+181.3%
MCD vs BNS
+179.9%
+1.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | -6.7% | +4.0% | -10.7% | -8.3% |
| 3M | -9.6% | +13.8% | -23.3% | -14.4% |
| 6M | -22.3% | +32.7% | -55.0% | -30.9% |
| YTD | -15.4% | +27.6% | -43.0% | -23.7% |
| 1Y | -16.8% | +47.4% | -64.2% | -29.3% |
| 3Y | -2.4% | +129.0% | -131.4% | -31.9% |
| 5Y | +19.4% | +92.7% | -73.3% | -11.6% |
| 10Y | +181.3% | +182.1% | -0.8% | +70.0% |
| All | +181.3% | +179.9% | +1.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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