+22.7%
MCD vs ALK
-34.8%
+57.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | +7.1% | +9.0% | -1.9% | +6.2% |
| 30D | +19.8% | -1.6% | +21.4% | +19.8% |
| 3M | +0.8% | -23.2% | +24.0% | +3.1% |
| 6M | -1.3% | -3.9% | +2.6% | -1.5% |
| YTD | -7.8% | -22.6% | +14.8% | -6.6% |
| 1Y | -5.0% | -5.3% | +0.4% | -5.8% |
| 3Y | +10.5% | +18.6% | -8.0% | +1.8% |
| All | +22.7% | -34.8% | +57.5% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling