+177.3%
MCD vs ALB
+75.7%
+101.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.2% |
| 7D | -2.8% | -8.1% | +5.2% | -2.2% |
| 30D | -6.0% | +6.3% | -12.3% | -6.5% |
| 3M | -5.6% | -23.6% | +18.0% | -3.7% |
| 6M | -21.9% | -24.6% | +2.8% | -20.6% |
| YTD | -14.7% | -10.3% | -4.4% | -15.0% |
| 1Y | -17.3% | +61.5% | -78.7% | -22.6% |
| 3Y | -2.2% | -34.0% | +31.8% | -1.8% |
| 5Y | +20.3% | -44.6% | +64.9% | +19.3% |
| All | +177.3% | +75.7% | +101.6% | +112.5% |
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