+211.3%
MCD vs ALB
+38.2%
+173.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.9% | +9.5% | -3.5% | +5.2% |
| 30D | +19.6% | -2.1% | +21.8% | +19.8% |
| 3M | +3.3% | -24.1% | +27.4% | +5.5% |
| 6M | +3.5% | -51.0% | +54.5% | +9.4% |
| YTD | -6.1% | -29.3% | +23.2% | -4.7% |
| 1Y | -3.7% | +3.2% | -6.8% | -5.8% |
| 3Y | +13.4% | -9.3% | +22.7% | +8.2% |
| 5Y | +25.2% | -61.6% | +86.8% | +29.4% |
| 10Y | +211.3% | +40.8% | +170.5% | +150.4% |
| All | +211.3% | +38.2% | +173.0% | +150.4% |
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