+18.9%
MCD vs BRO
+17.6%
+1.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.5% | -8.6% | +6.1% | -0.1% |
| 30D | -7.0% | -6.9% | -0.1% | -5.2% |
| 3M | -9.8% | +10.5% | -20.3% | -12.4% |
| 6M | -21.8% | -2.8% | -19.0% | -21.6% |
| YTD | -15.6% | -16.1% | +0.6% | -12.1% |
| 1Y | -15.2% | -27.6% | +12.4% | -8.1% |
| 3Y | -2.6% | -7.3% | +4.7% | -3.0% |
| 5Y | +18.9% | +19.0% | -0.1% | +9.3% |
| All | +18.9% | +17.6% | +1.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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