+13.4%
MCD vs ALC
+2.4%
+11.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.9% | +2.1% | +3.9% | +5.5% |
| 30D | +19.6% | +17.2% | +2.4% | +16.5% |
| 3M | +3.3% | +4.6% | -1.4% | +2.3% |
| 6M | +3.5% | +20.1% | -16.6% | +0.3% |
| YTD | -6.1% | -4.2% | -1.9% | -6.2% |
| 1Y | -3.7% | +2.1% | -5.7% | -4.6% |
| 3Y | +13.4% | +4.5% | +8.9% | +11.9% |
| All | +13.4% | +2.4% | +11.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling