+0.9%
MCD vs BX
-0.3%
+1.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +16.0% | +8.8% | +7.2% | +14.7% |
| 3M | 0.0% | -18.3% | +18.2% | +0.6% |
| 6M | +0.9% | -1.5% | +2.5% | +0.7% |
| All | +0.9% | -0.3% | +1.3% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling