+840.2%
MCD vs BX
+829.1%
+11.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.9% | -2.8% | +0.9% | -1.5% |
| 30D | +16.6% | +7.3% | +9.3% | +15.3% |
| 3M | +0.9% | -16.3% | +17.3% | +3.5% |
| 6M | +1.5% | +2.5% | -1.0% | +0.6% |
| YTD | -8.3% | -17.6% | +9.3% | -6.5% |
| 1Y | -8.1% | -12.4% | +4.2% | -7.3% |
| 3Y | +10.3% | +36.2% | -25.9% | +2.1% |
| 5Y | +23.4% | +3.0% | +20.4% | +16.0% |
| 10Y | +205.9% | +680.0% | -474.1% | +110.6% |
| All | +840.2% | +829.1% | +11.1% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling