+6,475.2%
MCD vs BP
+1,351.0%
+5,124.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +7.1% | -11.6% | +18.8% | +9.7% |
| 30D | +19.8% | 0.0% | +19.7% | +19.5% |
| 3M | +0.8% | +6.7% | -5.9% | -0.9% |
| 6M | -1.3% | +2.2% | -3.5% | -2.5% |
| YTD | -7.8% | +33.0% | -40.7% | -14.2% |
| 1Y | -5.0% | +30.7% | -35.7% | -11.3% |
| 3Y | +10.5% | +44.2% | -33.6% | -0.4% |
| 5Y | +22.0% | +105.1% | -83.2% | -0.6% |
| 10Y | +216.7% | +133.5% | +83.1% | +138.9% |
| All | +6,475.2% | +1,351.0% | +5,124.2% | +3,125.3% |
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 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