+11.2%
MCD vs ALB
-17.6%
+28.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.8% |
| 7D | +8.0% | +5.5% | +2.6% | +7.9% |
| 30D | +19.6% | -7.5% | +27.1% | +19.8% |
| 3M | +2.2% | -16.9% | +19.1% | +2.5% |
| 6M | -1.1% | -49.2% | +48.1% | -0.1% |
| YTD | -7.2% | -29.9% | +22.6% | -7.2% |
| 1Y | -6.7% | +8.2% | -14.9% | -7.7% |
| All | +11.2% | -17.6% | +28.7% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling