+73.4%
MCD vs ALC
+31.8%
+41.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +7.1% | +4.9% | +2.2% | +5.6% |
| 30D | +19.8% | +19.0% | +0.8% | +13.7% |
| 3M | +0.8% | +7.8% | -7.0% | -1.5% |
| 6M | -1.3% | +14.6% | -15.9% | -5.6% |
| YTD | -7.8% | -4.4% | -3.3% | -7.3% |
| 1Y | -5.0% | +1.4% | -6.3% | -6.3% |
| 3Y | +10.5% | +2.5% | +8.0% | +5.1% |
| 5Y | +22.0% | -10.9% | +32.9% | +20.9% |
| All | +73.4% | +31.8% | +41.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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