+176.9%
MCD vs BNY
+416.3%
-239.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -7.8% | -0.2% | -7.6% | -7.8% |
| 3M | -10.7% | +14.9% | -25.6% | -14.6% |
| 6M | -21.3% | +40.0% | -61.3% | -29.3% |
| YTD | -15.8% | +42.0% | -57.7% | -25.0% |
| 1Y | -16.0% | +56.9% | -72.9% | -27.6% |
| 3Y | -3.0% | +289.9% | -292.8% | -38.9% |
| 5Y | +18.6% | +259.2% | -240.6% | -25.1% |
| All | +176.9% | +416.3% | -239.4% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling