+42.0%
MCD vs ALHC
-61.8%
+103.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.8% |
| 7D | +5.9% | +3.9% | +2.1% | +5.8% |
| 30D | +19.6% | -3.6% | +23.3% | +19.7% |
| 3M | +3.3% | -49.4% | +52.7% | +5.3% |
| 6M | +3.5% | -59.5% | +62.9% | +5.8% |
| YTD | -6.1% | -63.2% | +57.1% | -3.9% |
| 1Y | -3.7% | -55.5% | +51.8% | -2.0% |
| 3Y | +13.4% | +23.0% | -9.7% | +10.2% |
| 5Y | +25.2% | -65.7% | +90.9% | +22.9% |
| All | +42.0% | -61.8% | +103.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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