+40.5%
MCD vs ABNB
+19.5%
+21.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -2.0% | -4.4% | +2.4% | -1.8% |
| 30D | -6.1% | -2.0% | -4.2% | -6.0% |
| 3M | -7.3% | +29.8% | -37.1% | -8.8% |
| 6M | -20.9% | +31.0% | -51.9% | -22.4% |
| YTD | -14.7% | +28.6% | -43.3% | -16.2% |
| 1Y | -16.1% | +40.1% | -56.2% | -18.1% |
| 3Y | -1.5% | +19.7% | -21.2% | -3.8% |
| 5Y | +20.4% | +6.5% | +14.0% | +16.7% |
| All | +40.5% | +19.5% | +21.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling