+8.6%
MCD vs BWA
+64.0%
-55.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -1.7% |
| 30D | +14.1% | -13.0% | +27.1% | +14.4% |
| 3M | +0.6% | -24.8% | +25.4% | +1.2% |
| 6M | 0.0% | -23.5% | +23.5% | +0.3% |
| YTD | -9.3% | +13.8% | -23.1% | -11.6% |
| 1Y | -9.3% | +13.4% | -22.7% | -11.7% |
| 3Y | +8.6% | +62.8% | -54.1% | +3.8% |
| All | +8.6% | +64.0% | -55.4% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling