+23.4%
MCD vs BP
+108.0%
-84.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | -1.9% | -0.8% | -1.2% | -1.9% |
| 30D | +16.6% | -3.1% | +19.8% | +16.7% |
| 3M | +0.9% | +6.2% | -5.2% | +0.4% |
| 6M | +1.5% | +4.8% | -3.3% | +0.9% |
| YTD | -8.3% | +35.2% | -43.5% | -11.0% |
| 1Y | -8.1% | +27.4% | -35.6% | -10.3% |
| 3Y | +10.3% | +49.8% | -39.4% | +5.5% |
| 5Y | +23.4% | +109.4% | -86.0% | +10.1% |
| All | +23.4% | +108.0% | -84.6% | +10.1% |
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