+18.9%
MCD vs BNY
+250.1%
-231.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.5% | -1.1% | -1.5% | -2.3% |
| 30D | -7.0% | +1.4% | -8.5% | -7.3% |
| 3M | -9.8% | +16.8% | -26.6% | -12.7% |
| 6M | -21.8% | +42.0% | -63.8% | -27.4% |
| YTD | -15.6% | +41.9% | -57.5% | -21.9% |
| 1Y | -15.2% | +59.2% | -74.4% | -23.7% |
| 3Y | -2.6% | +290.9% | -293.5% | -29.8% |
| 5Y | +18.9% | +259.0% | -240.2% | -15.7% |
| All | +18.9% | +250.1% | -231.3% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling