+0.8%
AAL vs MCD
-9.2%
+10.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | -0.1% | -1.6% | +1.6% | +0.9% |
| 30D | +11.7% | +14.1% | -2.4% | +5.4% |
| 3M | -12.5% | +0.6% | -13.2% | -13.0% |
| 6M | +3.6% | 0.0% | +3.6% | +3.2% |
| YTD | -14.1% | -9.3% | -4.8% | -9.1% |
| 1Y | +0.8% | -9.3% | +10.1% | +5.9% |
| All | +0.8% | -9.2% | +10.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling