+213.3%
MCD vs ALB
+34.3%
+179.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.6% |
| 7D | +7.3% | +5.3% | +2.0% | +6.8% |
| 30D | +20.0% | -6.3% | +26.2% | +20.5% |
| 3M | +3.8% | -27.4% | +31.2% | +6.4% |
| 6M | +3.8% | -53.1% | +56.8% | +10.1% |
| YTD | -5.9% | -32.3% | +26.5% | -4.1% |
| 1Y | -3.2% | -7.3% | +4.1% | -4.4% |
| 3Y | +13.3% | -14.9% | +28.2% | +8.8% |
| 5Y | +25.2% | -62.0% | +87.3% | +29.3% |
| 10Y | +213.3% | +33.0% | +180.3% | +152.2% |
| All | +213.3% | +34.3% | +179.0% | +152.2% |
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