-27.6%
AAL vs MCD
+1,402.1%
-1,429.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.4% |
| 7D | +4.6% | +7.1% | -2.5% | -1.9% |
| 30D | +2.6% | +19.8% | -17.2% | -13.4% |
| 3M | -17.8% | +0.8% | -18.6% | -18.7% |
| 6M | +1.9% | -1.3% | +3.2% | +1.9% |
| YTD | -14.0% | -7.8% | -6.3% | -8.6% |
| 1Y | +0.2% | -5.0% | +5.2% | +3.3% |
| 3Y | +13.0% | +10.5% | +2.5% | -4.6% |
| 5Y | -39.6% | +22.0% | -61.6% | -54.3% |
| 10Y | -65.7% | +216.7% | -282.3% | -91.9% |
| All | -27.6% | +1,402.1% | -1,429.7% | -96.5% |
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