+23.4%
MCD vs ALB
-61.7%
+85.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | +16.6% | -2.6% | +19.2% | +16.7% |
| 3M | +0.9% | -25.6% | +26.5% | +2.0% |
| 6M | +1.5% | -54.0% | +55.5% | +4.2% |
| YTD | -8.3% | -31.6% | +23.3% | -7.7% |
| 1Y | -8.1% | -6.6% | -1.6% | -8.9% |
| 3Y | +10.3% | -14.0% | +24.3% | +7.7% |
| 5Y | +23.4% | -62.5% | +86.0% | +24.8% |
| All | +23.4% | -61.7% | +85.1% | +24.8% |
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