+207.4%
ALAB vs MCD
+3.6%
+203.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +5.9% |
| 7D | -26.3% | +7.1% | -33.4% | -22.0% |
| 30D | -50.1% | +19.8% | -69.9% | -42.5% |
| 3M | -42.5% | +0.8% | -43.3% | -40.6% |
| 6M | -10.8% | -1.3% | -9.5% | -7.4% |
| YTD | +14.6% | -7.8% | +22.4% | +16.0% |
| 1Y | +17.1% | -5.0% | +22.1% | +19.8% |
| All | +207.4% | +3.6% | +203.8% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling