+24.5%
ALAB vs MCD
-3.6%
+28.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -11.0% | +3.3% |
| 7D | -24.9% | +11.9% | -36.7% | -13.4% |
| 30D | -38.4% | +20.2% | -58.6% | -22.3% |
| 3M | -38.3% | +5.2% | -43.4% | -32.1% |
| 6M | +10.9% | 0.0% | +10.9% | +19.3% |
| YTD | +34.2% | -6.5% | +40.7% | +39.3% |
| 1Y | +24.5% | -3.9% | +28.5% | +22.3% |
| All | +24.5% | -3.6% | +28.1% | +22.3% |
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 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