-1.5%
MCD vs BNS
+130.3%
-131.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -6.1% | +4.5% | -10.6% | -6.7% |
| 3M | -7.3% | +15.8% | -23.0% | -9.5% |
| 6M | -20.9% | +31.5% | -52.4% | -24.7% |
| YTD | -14.7% | +28.6% | -43.3% | -18.5% |
| 1Y | -16.1% | +48.2% | -64.3% | -22.3% |
| 3Y | -1.5% | +130.8% | -132.3% | -17.4% |
| All | -1.5% | +130.3% | -131.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling