+1,352.8%
MCD vs BRKR
+172.5%
+1,180.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.2% | -8.7% | +7.4% | -0.6% |
| 30D | -7.8% | -9.9% | +2.1% | -7.1% |
| 3M | -10.7% | -3.1% | -7.6% | -10.9% |
| 6M | -21.3% | +45.5% | -66.8% | -24.2% |
| YTD | -15.8% | +13.7% | -29.4% | -17.5% |
| 1Y | -16.0% | +67.4% | -83.4% | -20.4% |
| 3Y | -3.0% | -13.2% | +10.3% | -4.6% |
| 5Y | +18.6% | -39.5% | +58.1% | +19.0% |
| 10Y | +180.3% | +153.5% | +26.8% | +152.0% |
| All | +1,352.8% | +172.5% | +1,180.3% | +1,063.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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