+21.6%
MCD vs BWA
+91.4%
-69.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.7% |
| 7D | -2.8% | +5.7% | -8.5% | -3.3% |
| 30D | -6.0% | +1.4% | -7.4% | -6.2% |
| 3M | -5.6% | -12.1% | +6.5% | -4.7% |
| 6M | -21.9% | +28.6% | -50.4% | -24.2% |
| YTD | -14.7% | +51.1% | -65.8% | -19.1% |
| 1Y | -17.3% | +55.9% | -73.1% | -22.0% |
| 3Y | -2.2% | +70.1% | -72.3% | -9.2% |
| All | +21.6% | +91.4% | -69.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling