+181.3%
MCD vs ADI
+621.8%
-440.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.4% |
| 30D | -6.7% | -4.6% | -2.1% | -5.9% |
| 3M | -9.6% | -9.5% | -0.1% | -8.3% |
| 6M | -22.3% | +14.8% | -37.2% | -25.7% |
| YTD | -15.4% | +35.8% | -51.3% | -22.3% |
| 1Y | -16.8% | +48.9% | -65.7% | -25.4% |
| 3Y | -2.4% | +115.6% | -118.0% | -23.1% |
| 5Y | +19.4% | +135.1% | -115.7% | -10.9% |
| 10Y | +181.3% | +636.4% | -455.1% | +54.1% |
| All | +181.3% | +621.8% | -440.5% | +54.1% |
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