+22.7%
MCD vs ADI
+115.4%
-92.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +7.1% | -12.8% | +20.0% | +8.3% |
| 30D | +19.8% | -11.3% | +31.1% | +20.8% |
| 3M | +0.8% | -3.4% | +4.2% | +0.8% |
| 6M | -1.3% | -12.0% | +10.7% | -0.8% |
| YTD | -7.8% | +35.3% | -43.0% | -12.4% |
| 1Y | -5.0% | +58.1% | -63.0% | -11.6% |
| 3Y | +10.5% | +127.4% | -116.8% | -5.7% |
| All | +22.7% | +115.4% | -92.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling