-35.2%
AAL vs MCD
+21.9%
-57.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -12.5% | +0.6% | -13.2% | -12.9% |
| 6M | +3.6% | 0.0% | +3.6% | +3.2% |
| YTD | -14.1% | -9.3% | -4.8% | -9.6% |
| 1Y | +0.8% | -9.3% | +10.1% | +6.0% |
| 3Y | +11.8% | +8.6% | +3.2% | -0.9% |
| All | -35.2% | +21.9% | -57.1% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling