+8.6%
MCD vs ADI
+144.2%
-135.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -1.6% | +9.5% | -11.1% | -1.9% |
| 30D | +14.1% | -1.4% | +15.5% | +14.0% |
| 3M | +0.6% | +4.7% | -4.1% | +0.3% |
| 6M | 0.0% | -7.4% | +7.4% | +0.2% |
| YTD | -9.3% | +48.1% | -57.3% | -12.1% |
| 1Y | -9.3% | +69.6% | -78.9% | -12.9% |
| 3Y | +8.6% | +144.4% | -135.7% | +1.0% |
| All | +8.6% | +144.2% | -135.6% | +1.0% |
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 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