+1,516.0%
MCD vs BNS
+1,492.9%
+23.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | -2.8% | +1.5% | -4.4% | -3.3% |
| 30D | -6.0% | +6.0% | -12.0% | -7.8% |
| 3M | -5.6% | +16.3% | -21.9% | -10.2% |
| 6M | -21.9% | +28.8% | -50.6% | -28.1% |
| YTD | -14.7% | +30.0% | -44.7% | -21.9% |
| 1Y | -17.3% | +50.7% | -68.0% | -27.7% |
| 3Y | -2.2% | +125.4% | -127.5% | -25.5% |
| 5Y | +20.3% | +94.2% | -73.9% | -4.9% |
| 10Y | +180.7% | +182.8% | -2.1% | +92.1% |
| All | +1,516.0% | +1,492.9% | +23.0% | +570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling