+8.6%
MCD vs ABNB
+58.9%
-50.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -1.6% | -1.7% | 0.0% | -1.5% |
| 30D | +14.1% | +11.8% | +2.3% | +13.0% |
| 3M | +0.6% | +0.9% | -0.3% | +0.2% |
| 6M | 0.0% | +40.5% | -40.4% | -2.5% |
| YTD | -9.3% | +37.6% | -46.9% | -11.5% |
| 1Y | -9.3% | +54.1% | -63.4% | -12.1% |
| 3Y | +8.6% | +56.8% | -48.1% | +3.4% |
| All | +8.6% | +58.9% | -50.3% | +3.4% |
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