+5,982.8%
MCD vs BRO
+26,306.2%
-20,323.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.6% | +0.7% |
| 7D | -2.0% | -5.4% | +3.3% | -1.2% |
| 30D | -6.1% | -4.3% | -1.8% | -5.5% |
| 3M | -7.3% | +17.8% | -25.1% | -9.6% |
| 6M | -20.9% | -6.8% | -14.2% | -20.3% |
| YTD | -14.7% | -13.8% | -0.9% | -13.1% |
| 1Y | -16.1% | -27.8% | +11.7% | -12.3% |
| 3Y | -1.5% | -4.7% | +3.2% | -1.6% |
| 5Y | +20.4% | +20.6% | -0.2% | +15.6% |
| 10Y | +180.0% | +293.7% | -113.7% | +133.3% |
| All | +5,982.8% | +26,306.2% | -20,323.4% | +4,366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling