+22.6%
MCD vs ALHC
-62.4%
+85.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.3% | -0.5% |
| 7D | +8.0% | -6.2% | +14.2% | +8.2% |
| 30D | +19.6% | -9.7% | +29.3% | +19.9% |
| 3M | +2.2% | -44.7% | +46.9% | +4.1% |
| 6M | -1.1% | -58.7% | +57.5% | +1.2% |
| YTD | -7.2% | -61.7% | +54.5% | -5.0% |
| 1Y | -6.7% | -55.7% | +49.0% | -5.0% |
| 3Y | +11.6% | +25.6% | -14.0% | +7.8% |
| 5Y | +22.6% | -65.8% | +88.4% | +22.5% |
| All | +22.6% | -62.4% | +85.1% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling