+22.7%
MCD vs ALB
-61.7%
+84.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +7.1% | +9.1% | -1.9% | +6.8% |
| 30D | +19.8% | -3.4% | +23.2% | +19.9% |
| 3M | +0.8% | -20.6% | +21.4% | +1.6% |
| 6M | -1.3% | -48.2% | +46.9% | +0.9% |
| YTD | -7.8% | -29.2% | +21.5% | -7.3% |
| 1Y | -5.0% | +10.0% | -15.0% | -6.4% |
| 3Y | +10.5% | -12.9% | +23.5% | +7.9% |
| All | +22.7% | -61.7% | +84.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling