+21.6%
MCD vs BP
+128.1%
-106.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | +3.9% | -6.8% | -3.1% |
| 30D | -6.0% | +7.6% | -13.6% | -6.5% |
| 3M | -5.6% | +0.7% | -6.3% | -5.7% |
| 6M | -21.9% | +15.5% | -37.3% | -22.9% |
| YTD | -14.7% | +30.8% | -45.5% | -16.8% |
| 1Y | -17.3% | +34.3% | -51.6% | -19.6% |
| 3Y | -2.2% | +35.1% | -37.2% | -5.4% |
| All | +21.6% | +128.1% | -106.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling