+20.4%
MCD vs BR
+9.8%
+10.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | -2.0% | -5.9% | +3.9% | -0.5% |
| 30D | -6.1% | +1.9% | -8.0% | -6.7% |
| 3M | -7.3% | +14.7% | -21.9% | -10.9% |
| 6M | -20.9% | -12.8% | -8.2% | -18.4% |
| YTD | -14.7% | -23.0% | +8.4% | -8.9% |
| 1Y | -16.1% | -31.7% | +15.6% | -7.2% |
| 3Y | -1.5% | -4.8% | +3.3% | -2.5% |
| 5Y | +20.4% | +7.8% | +12.6% | +9.7% |
| All | +20.4% | +9.8% | +10.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling