+6,406.5%
MCD vs BNY
+7,611.6%
-1,205.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.6% | +3.6% | -5.2% | -2.4% |
| 30D | +16.0% | +8.8% | +7.2% | +13.8% |
| 3M | 0.0% | -5.8% | +5.8% | +1.2% |
| 6M | +0.9% | +15.5% | -14.5% | -2.6% |
| YTD | -8.7% | +33.9% | -42.7% | -15.1% |
| 1Y | -8.6% | +38.0% | -46.6% | -15.6% |
| 3Y | +9.9% | +258.2% | -248.4% | -19.0% |
| 5Y | +22.6% | +191.1% | -168.5% | -6.5% |
| 10Y | +204.6% | +322.3% | -117.7% | +107.4% |
| All | +6,406.5% | +7,611.6% | -1,205.1% | +1,788.5% |
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