+60.4%
MCD vs ALC
+24.0%
+36.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | -6.0% | -0.1% | -5.9% | -6.1% |
| 3M | -5.6% | +5.9% | -11.5% | -7.4% |
| 6M | -21.9% | -15.9% | -5.9% | -18.2% |
| YTD | -14.7% | -10.1% | -4.6% | -12.7% |
| 1Y | -17.3% | -10.2% | -7.0% | -15.4% |
| 3Y | -2.2% | -13.6% | +11.4% | -1.4% |
| 5Y | +20.3% | -15.1% | +35.4% | +20.5% |
| All | +60.4% | +24.0% | +36.3% | +19.1% |
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