-6.7%
MCD vs BNY
+38.8%
-45.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +8.0% | -1.3% | +9.3% | +8.1% |
| 30D | +19.6% | +3.1% | +16.5% | +19.7% |
| 3M | +2.2% | -6.7% | +8.9% | +1.8% |
| 6M | -1.1% | +12.4% | -13.5% | -1.1% |
| YTD | -7.2% | +29.3% | -36.5% | -7.3% |
| 1Y | -6.7% | +38.1% | -44.8% | -8.1% |
| All | -6.7% | +38.8% | -45.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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