-66.0%
AAL vs MCD
+178.5%
-244.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | -2.0% | +1.7% | +1.1% |
| 30D | -19.0% | -6.1% | -12.9% | -15.6% |
| 3M | -5.1% | -7.3% | +2.2% | -0.6% |
| 6M | +15.5% | -20.9% | +36.4% | +34.8% |
| YTD | -15.8% | -14.7% | -1.1% | -6.9% |
| 1Y | -0.3% | -16.1% | +15.8% | +11.1% |
| 3Y | -7.7% | -1.5% | -6.1% | -11.2% |
| 5Y | -32.5% | +20.4% | -53.0% | -44.5% |
| 10Y | -66.0% | +180.0% | -246.0% | -81.7% |
| All | -66.0% | +178.5% | -244.4% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling