+181.3%
MCD vs BR
+185.2%
-3.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | -5.0% | +2.1% | -1.2% |
| 30D | -6.7% | -2.5% | -4.3% | -6.0% |
| 3M | -9.6% | +13.5% | -23.0% | -13.8% |
| 6M | -22.3% | -9.4% | -12.9% | -20.2% |
| YTD | -15.4% | -23.3% | +7.8% | -8.1% |
| 1Y | -16.8% | -31.6% | +14.8% | -5.8% |
| 3Y | -2.4% | -5.1% | +2.7% | -3.6% |
| 5Y | +19.4% | +8.2% | +11.2% | +9.8% |
| 10Y | +181.3% | +189.8% | -8.5% | +81.5% |
| All | +181.3% | +185.2% | -3.9% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling