+29.0%
MCD vs ALHC
-28.9%
+57.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | -5.6% | -10.2% | +4.6% | -5.6% |
| 6M | -21.9% | -28.3% | +6.4% | -21.4% |
| YTD | -14.7% | -31.4% | +16.7% | -14.2% |
| 1Y | -17.3% | -16.9% | -0.3% | -17.4% |
| 3Y | -2.2% | +135.5% | -137.6% | -6.9% |
| 5Y | +20.3% | -33.6% | +53.9% | +16.0% |
| All | +29.0% | -28.9% | +57.9% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling