-16.1%
MCD vs ADI
+48.3%
-64.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | +0.1% |
| 7D | -2.0% | +2.4% | -4.5% | -2.0% |
| 30D | -6.1% | -6.6% | +0.4% | -6.2% |
| 3M | -7.3% | -9.8% | +2.5% | -7.6% |
| 6M | -20.9% | +15.7% | -36.6% | -23.5% |
| YTD | -14.7% | +35.1% | -49.8% | -19.0% |
| 1Y | -16.1% | +47.7% | -63.8% | -21.6% |
| All | -16.1% | +48.3% | -64.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling