+5,979.9%
MCD vs BP
+1,327.5%
+4,652.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | +3.9% | -6.8% | -3.6% |
| 30D | -6.0% | +7.6% | -13.6% | -7.5% |
| 3M | -5.6% | +0.7% | -6.3% | -6.1% |
| 6M | -21.9% | +15.5% | -37.3% | -24.7% |
| YTD | -14.7% | +30.8% | -45.5% | -20.1% |
| 1Y | -17.3% | +34.3% | -51.6% | -23.1% |
| 3Y | -2.2% | +35.1% | -37.2% | -10.4% |
| 5Y | +20.3% | +126.8% | -106.5% | -4.1% |
| 10Y | +180.7% | +123.4% | +57.3% | +114.2% |
| All | +5,979.9% | +1,327.5% | +4,652.4% | +2,902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling