+53.5%
ALAB vs MCD
-9.2%
+62.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -3.3% |
| 7D | +16.3% | -1.6% | +18.0% | +13.9% |
| 30D | -26.1% | +14.1% | -40.3% | -11.7% |
| 3M | -31.3% | +0.6% | -31.9% | -28.5% |
| 6M | -1.0% | 0.0% | -1.0% | +4.6% |
| YTD | +33.3% | -9.3% | +42.6% | +34.2% |
| 1Y | +53.5% | -9.3% | +62.9% | +53.3% |
| All | +53.5% | -9.2% | +62.8% | +53.3% |
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