-3.9%
MCD vs BP
+35.3%
-39.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.2% | +10.7% | +6.1% |
| 7D | +11.9% | -8.4% | +20.3% | +11.1% |
| 30D | +20.2% | +2.2% | +18.0% | +20.1% |
| 3M | +5.2% | +8.8% | -3.6% | +5.6% |
| 6M | 0.0% | -0.5% | +0.5% | -0.2% |
| YTD | -6.5% | +36.2% | -42.7% | -6.7% |
| 1Y | -3.9% | +36.6% | -40.5% | -5.3% |
| All | -3.9% | +35.3% | -39.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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