+5,979.9%
MCD vs ADI
+36,130.1%
-30,150.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -6.0% | -3.8% | -2.2% | -5.6% |
| 3M | -5.6% | -15.3% | +9.7% | -4.1% |
| 6M | -21.9% | +6.7% | -28.5% | -23.0% |
| YTD | -14.7% | +34.8% | -49.5% | -18.4% |
| 1Y | -17.3% | +49.0% | -66.3% | -21.9% |
| 3Y | -2.2% | +108.1% | -110.2% | -12.7% |
| 5Y | +20.3% | +142.4% | -122.1% | +4.3% |
| 10Y | +180.7% | +589.9% | -409.2% | +113.0% |
| All | +5,979.9% | +36,130.1% | -30,150.2% | +2,216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling