-1.5%
MCD vs BX
+34.2%
-35.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -2.0% | -2.0% | -0.1% | -1.9% |
| 30D | -6.1% | -2.3% | -3.8% | -6.0% |
| 3M | -7.3% | +18.5% | -25.8% | -8.3% |
| 6M | -20.9% | +23.7% | -44.7% | -22.1% |
| YTD | -14.7% | -10.4% | -4.3% | -14.1% |
| 1Y | -16.1% | -19.6% | +3.4% | -15.1% |
| 3Y | -1.5% | +30.8% | -32.3% | -6.3% |
| All | -1.5% | +34.2% | -35.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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