+24.8%
ALAB vs MCD
-3.5%
+28.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.8% | +11.9% | +15.8% |
| 7D | -5.6% | +5.9% | -11.5% | +1.4% |
| 30D | -36.6% | +19.6% | -56.3% | -19.7% |
| 3M | -35.1% | +3.3% | -38.4% | -30.5% |
| 6M | +8.5% | +3.5% | +5.1% | +19.2% |
| YTD | +30.4% | -6.1% | +36.5% | +35.5% |
| All | +24.8% | -3.5% | +28.3% | +26.6% |
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