+3,537.4%
MCD vs ALB
+2,194.2%
+1,343.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.2% |
| 7D | +8.0% | +5.5% | +2.6% | +7.3% |
| 30D | +19.6% | -7.5% | +27.1% | +20.7% |
| 3M | +2.2% | -16.9% | +19.1% | +4.4% |
| 6M | -1.1% | -49.2% | +48.1% | +7.3% |
| YTD | -7.2% | -29.9% | +22.6% | -4.8% |
| 1Y | -6.7% | +8.2% | -14.9% | -10.0% |
| 3Y | +11.6% | -19.4% | +31.0% | +6.3% |
| 5Y | +22.6% | -61.6% | +84.3% | +26.3% |
| 10Y | +218.4% | +34.6% | +183.8% | +147.1% |
| All | +3,537.4% | +2,194.2% | +1,343.1% | +1,582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling