+6,475.2%
MCD vs ADI
+36,261.2%
-29,785.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +7.1% | -12.8% | +20.0% | +8.8% |
| 30D | +19.8% | -11.3% | +31.1% | +21.2% |
| 3M | +0.8% | -3.4% | +4.2% | +0.9% |
| 6M | -1.3% | -12.0% | +10.7% | -0.6% |
| YTD | -7.8% | +35.3% | -43.0% | -12.0% |
| 1Y | -5.0% | +58.1% | -63.0% | -11.2% |
| 3Y | +10.5% | +127.4% | -116.8% | -2.7% |
| 5Y | +22.0% | +114.6% | -92.6% | +7.1% |
| 10Y | +216.7% | +589.3% | -372.7% | +139.7% |
| All | +6,475.2% | +36,261.2% | -29,785.9% | +2,396.8% |
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