+193.4%
MCD vs BWA
+94.2%
+99.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -2.3% |
| 30D | +14.1% | -13.0% | +27.1% | +16.5% |
| 3M | +0.6% | -24.8% | +25.4% | +4.9% |
| 6M | 0.0% | -23.5% | +23.5% | +3.4% |
| YTD | -9.3% | +13.8% | -23.1% | -13.6% |
| 1Y | -9.3% | +13.4% | -22.7% | -13.7% |
| 3Y | +8.6% | +62.8% | -54.1% | -5.5% |
| 5Y | +21.9% | +28.5% | -6.6% | +8.8% |
| All | +193.4% | +94.2% | +99.2% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling