+65.2%
ALAB vs MCD
-17.5%
+82.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.3% | +7.7% |
| 7D | +7.2% | -2.8% | +10.1% | +3.3% |
| 30D | -2.5% | -6.0% | +3.5% | -9.8% |
| 3M | -13.3% | -5.6% | -7.7% | -17.4% |
| 6M | +172.8% | -21.9% | +194.7% | +107.3% |
| YTD | +86.6% | -14.7% | +101.3% | +63.3% |
| 1Y | +65.2% | -17.3% | +82.4% | +44.1% |
| All | +65.2% | -17.5% | +82.6% | +44.1% |
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