-16.8%
MCD vs BR
-31.7%
+14.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | -5.0% | +2.1% | -2.1% |
| 30D | -6.7% | -2.5% | -4.3% | -6.4% |
| 3M | -9.6% | +13.5% | -23.0% | -11.8% |
| 6M | -22.3% | -9.4% | -12.9% | -22.6% |
| YTD | -15.4% | -23.3% | +7.8% | -12.6% |
| 1Y | -16.8% | -31.6% | +14.8% | -10.5% |
| All | -16.8% | -31.7% | +14.9% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling