-3.2%
MCD vs ALHC
-52.7%
+49.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.1% |
| 7D | +7.3% | +3.8% | +3.5% | +7.1% |
| 30D | +20.0% | +1.7% | +18.3% | +19.8% |
| 3M | +3.8% | -44.3% | +48.2% | +5.0% |
| 6M | +3.8% | -57.2% | +61.0% | +4.5% |
| YTD | -5.9% | -61.2% | +55.3% | -6.0% |
| 1Y | -3.2% | -53.2% | +49.9% | -5.5% |
| All | -3.2% | -52.7% | +49.4% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling