-3.5%
MCD vs ADI
+72.3%
-75.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.8% | +2.1% |
| 7D | +5.9% | -4.4% | +10.4% | +5.6% |
| 30D | +19.6% | -2.8% | +22.5% | +19.4% |
| 3M | +3.3% | +1.5% | +1.7% | +3.3% |
| 6M | +3.5% | -4.7% | +8.2% | +3.3% |
| YTD | -6.1% | +46.8% | -52.9% | -10.6% |
| All | -3.5% | +72.3% | -75.8% | -10.1% |
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 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