+205.9%
MCD vs BNS
+188.9%
+17.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.9% |
| 7D | -1.9% | -3.2% | +1.3% | -0.8% |
| 30D | +16.6% | +5.1% | +11.5% | +14.4% |
| 3M | +0.9% | +6.0% | -5.0% | -1.5% |
| 6M | +1.5% | +23.4% | -21.9% | -7.0% |
| YTD | -8.3% | +30.4% | -38.8% | -18.1% |
| 1Y | -8.1% | +44.0% | -52.1% | -21.2% |
| 3Y | +10.3% | +150.3% | -140.0% | -25.9% |
| 5Y | +23.4% | +83.0% | -59.6% | -6.1% |
| 10Y | +205.9% | +190.9% | +15.0% | +98.7% |
| All | +205.9% | +188.9% | +17.0% | +98.7% |
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