+6,511.4%
MCD vs ALK
+765.2%
+5,746.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.3% |
| 7D | +8.0% | +7.1% | +1.0% | +6.9% |
| 30D | +19.6% | -3.0% | +22.6% | +20.0% |
| 3M | +2.2% | -25.6% | +27.8% | +6.6% |
| 6M | -1.1% | +0.5% | -1.6% | -2.1% |
| YTD | -7.2% | -23.1% | +15.8% | -5.2% |
| 1Y | -6.7% | -7.5% | +0.8% | -7.4% |
| 3Y | +11.6% | +15.3% | -3.7% | +3.3% |
| 5Y | +22.6% | -34.8% | +57.4% | +22.2% |
| 10Y | +218.4% | -41.2% | +259.6% | +201.6% |
| All | +6,511.4% | +765.2% | +5,746.2% | +2,955.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling