-27.8%
AAL vs MCD
+1,289.0%
-1,316.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +2.7% |
| 7D | -3.7% | -2.8% | -0.9% | -1.1% |
| 30D | -20.8% | -6.0% | -14.8% | -16.3% |
| 3M | -1.3% | -5.6% | +4.3% | +3.3% |
| 6M | +5.4% | -21.9% | +27.2% | +31.8% |
| YTD | -14.4% | -14.7% | +0.3% | -1.8% |
| 1Y | +2.1% | -17.3% | +19.4% | +19.8% |
| 3Y | -10.6% | -2.2% | -8.4% | -15.3% |
| 5Y | -32.2% | +20.3% | -52.5% | -48.3% |
| 10Y | -62.7% | +180.7% | -243.4% | -90.0% |
| All | -27.8% | +1,289.0% | -1,316.8% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling