+965.6%
MCD vs BR
+1,485.1%
-519.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -1.9% | +1.9% | -3.8% | -2.5% |
| 30D | +16.6% | +15.9% | +0.7% | +11.5% |
| 3M | +0.9% | +13.7% | -12.7% | -3.0% |
| 6M | +1.5% | +31.0% | -29.5% | -7.1% |
| YTD | -8.3% | -12.0% | +3.7% | -5.7% |
| 1Y | -8.1% | -11.5% | +3.4% | -5.7% |
| 3Y | +10.3% | +14.9% | -4.6% | +3.4% |
| 5Y | +23.4% | +20.1% | +3.3% | +12.4% |
| 10Y | +205.9% | +278.9% | -73.0% | +94.2% |
| All | +965.6% | +1,485.1% | -519.6% | +331.4% |
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