-16.1%
MCD vs BWA
+53.0%
-69.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.0% |
| 30D | -6.1% | -2.9% | -3.2% | -6.2% |
| 3M | -7.3% | -12.4% | +5.2% | -7.1% |
| 6M | -20.9% | +28.6% | -49.5% | -22.1% |
| YTD | -14.7% | +48.2% | -62.9% | -17.7% |
| 1Y | -16.1% | +50.9% | -67.0% | -19.5% |
| All | -16.1% | +53.0% | -69.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling