+205.9%
MCD vs ALB
+35.3%
+170.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | +16.6% | -2.6% | +19.2% | +16.8% |
| 3M | +0.9% | -25.6% | +26.5% | +3.3% |
| 6M | +1.5% | -54.0% | +55.5% | +7.8% |
| YTD | -8.3% | -31.6% | +23.3% | -6.7% |
| 1Y | -8.1% | -6.6% | -1.6% | -9.3% |
| 3Y | +10.3% | -14.0% | +24.3% | +5.8% |
| 5Y | +23.4% | -62.5% | +86.0% | +27.8% |
| 10Y | +205.9% | +36.3% | +169.6% | +147.4% |
| All | +205.9% | +35.3% | +170.6% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling