-1.5%
MCD vs ABNB
+28.9%
-30.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | -2.8% | -4.0% | +1.1% | -2.6% |
| 30D | -6.0% | +19.3% | -25.3% | -7.1% |
| 3M | -5.6% | +36.1% | -41.6% | -7.5% |
| 6M | -21.9% | +34.2% | -56.1% | -23.4% |
| YTD | -14.7% | +34.1% | -48.8% | -16.4% |
| 1Y | -17.3% | +45.1% | -62.4% | -19.4% |
| All | -1.5% | +28.9% | -30.4% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling