-8.2%
AAL vs MCD
-2.2%
-6.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.7% |
| 7D | -3.7% | -2.8% | -0.9% | -2.9% |
| 30D | -20.8% | -6.0% | -14.8% | -19.4% |
| 3M | -1.3% | -5.6% | +4.3% | +0.3% |
| 6M | +5.4% | -21.9% | +27.2% | +13.1% |
| YTD | -14.4% | -14.7% | +0.3% | -10.2% |
| 1Y | +2.1% | -17.3% | +19.4% | +7.8% |
| All | -8.2% | -2.2% | -6.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling