-3.2%
MCD vs ALK
-5.3%
+2.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +7.3% | +12.9% | -5.7% | +5.8% |
| 30D | +20.0% | +5.5% | +14.4% | +18.8% |
| 3M | +3.8% | -12.1% | +15.9% | +4.3% |
| 6M | +3.8% | +1.7% | +2.0% | +2.6% |
| YTD | -5.9% | -17.4% | +11.5% | -6.5% |
| 1Y | -3.2% | -1.9% | -1.3% | -7.1% |
| All | -3.2% | -5.3% | +2.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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