+249.6%
ALAB vs MCD
+5.5%
+244.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.8% | +11.9% | +15.0% |
| 7D | -5.6% | +5.9% | -11.5% | -1.4% |
| 30D | -36.6% | +19.6% | -56.3% | -27.3% |
| 3M | -35.1% | +3.3% | -38.4% | -32.0% |
| 6M | +8.5% | +3.5% | +5.1% | +15.6% |
| YTD | +30.4% | -6.1% | +36.5% | +33.4% |
| 1Y | +31.0% | -3.7% | +34.7% | +35.3% |
| All | +249.6% | +5.5% | +244.1% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling