-8.1%
MCD vs BNS
+42.8%
-50.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.7% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | +16.6% | +5.1% | +11.5% | +16.5% |
| 3M | +0.9% | +6.0% | -5.0% | +1.2% |
| 6M | +1.5% | +23.4% | -21.9% | +0.3% |
| YTD | -8.3% | +30.4% | -38.8% | -10.6% |
| 1Y | -8.1% | +44.0% | -52.1% | -12.2% |
| All | -8.1% | +42.8% | -50.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling