+74.4%
MCD vs ALC
+34.7%
+39.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +8.0% | +7.6% | +0.4% | +5.7% |
| 30D | +19.6% | +21.1% | -1.5% | +12.9% |
| 3M | +2.2% | +8.5% | -6.3% | -0.4% |
| 6M | -1.1% | +2.8% | -4.0% | -2.6% |
| YTD | -7.2% | -2.4% | -4.9% | -7.4% |
| 1Y | -6.7% | +3.5% | -10.2% | -8.6% |
| 3Y | +11.6% | +4.2% | +7.4% | +5.6% |
| 5Y | +22.6% | -9.0% | +31.6% | +20.8% |
| All | +74.4% | +34.7% | +39.7% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling