+891.5%
MCD vs BR
+1,321.0%
-429.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.5% |
| 7D | -2.8% | -5.3% | +2.5% | -1.2% |
| 30D | -6.0% | +6.4% | -12.5% | -7.9% |
| 3M | -5.6% | +13.6% | -19.2% | -9.5% |
| 6M | -21.9% | -6.7% | -15.1% | -20.8% |
| YTD | -14.7% | -21.1% | +6.4% | -9.2% |
| 1Y | -17.3% | -29.6% | +12.3% | -8.8% |
| 3Y | -2.2% | -2.4% | +0.2% | -3.6% |
| 5Y | +20.3% | +11.2% | +9.0% | +12.0% |
| 10Y | +180.7% | +191.8% | -11.1% | +92.0% |
| All | +891.5% | +1,321.0% | -429.5% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling