-1.3%
MCD vs BP
+1.4%
-2.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.6% |
| 7D | +7.1% | -11.6% | +18.8% | +5.7% |
| 30D | +19.8% | 0.0% | +19.7% | +19.1% |
| 3M | +0.8% | +6.7% | -5.9% | +1.0% |
| 6M | -1.3% | +2.2% | -3.5% | -2.2% |
| All | -1.3% | +1.4% | -2.7% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling