+211.3%
MCD vs ADI
+652.5%
-441.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.8% | +0.1% |
| 7D | +5.9% | -4.4% | +10.4% | +6.6% |
| 30D | +19.6% | -2.8% | +22.5% | +19.8% |
| 3M | +3.3% | +1.5% | +1.7% | +2.3% |
| 6M | +3.5% | -4.7% | +8.2% | +3.0% |
| YTD | -6.1% | +46.8% | -52.9% | -15.6% |
| 1Y | -3.7% | +74.9% | -78.6% | -16.9% |
| 3Y | +13.4% | +147.4% | -134.1% | -14.0% |
| 5Y | +25.2% | +131.9% | -106.8% | -5.8% |
| 10Y | +211.3% | +630.6% | -419.3% | +70.0% |
| All | +211.3% | +652.5% | -441.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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