+39.5%
MCD vs ALHC
-61.5%
+100.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | +7.1% | +1.0% | +6.2% | +7.1% |
| 30D | +19.8% | -14.2% | +33.9% | +20.3% |
| 3M | +0.8% | -45.1% | +45.9% | +2.6% |
| 6M | -1.3% | -59.5% | +58.2% | +0.9% |
| YTD | -7.8% | -62.8% | +55.1% | -5.6% |
| 1Y | -5.0% | -55.5% | +50.5% | -3.3% |
| 3Y | +10.5% | +25.7% | -15.1% | +7.4% |
| 5Y | +22.0% | -66.8% | +88.8% | +19.8% |
| All | +39.5% | -61.5% | +100.9% | +37.7% |
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