+5,927.4%
MCD vs BNY
+8,066.6%
-2,139.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -6.7% | +1.9% | -8.7% | -7.2% |
| 3M | -9.6% | +13.9% | -23.5% | -12.4% |
| 6M | -22.3% | +42.3% | -64.6% | -28.5% |
| YTD | -15.4% | +41.8% | -57.3% | -22.3% |
| 1Y | -16.8% | +57.9% | -74.8% | -25.5% |
| 3Y | -2.4% | +290.7% | -293.1% | -29.5% |
| 5Y | +19.4% | +252.3% | -232.9% | -12.9% |
| 10Y | +181.3% | +412.8% | -231.5% | +83.7% |
| All | +5,927.4% | +8,066.6% | -2,139.2% | +1,627.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling