-1.5%
MCD vs ADI
+109.2%
-110.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -2.8% | +0.4% | -3.3% | -2.8% |
| 30D | -6.0% | -3.8% | -2.2% | -5.9% |
| 3M | -5.6% | -15.3% | +9.7% | -5.0% |
| 6M | -21.9% | +6.7% | -28.5% | -22.8% |
| YTD | -14.7% | +34.8% | -49.5% | -17.1% |
| 1Y | -17.3% | +49.0% | -66.3% | -20.2% |
| All | -1.5% | +109.2% | -110.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling