+5,979.9%
MCD vs ALK
+839.9%
+5,140.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.8% |
| 7D | -2.8% | -0.7% | -2.2% | -2.7% |
| 30D | -6.0% | -19.2% | +13.2% | -3.1% |
| 3M | -5.6% | -1.5% | -4.1% | -5.9% |
| 6M | -21.9% | -13.1% | -8.8% | -21.2% |
| YTD | -14.7% | -16.4% | +1.7% | -13.8% |
| 1Y | -17.3% | -33.1% | +15.8% | -13.8% |
| 3Y | -2.2% | +0.6% | -2.8% | -7.3% |
| 5Y | +20.3% | -26.4% | +46.7% | +17.6% |
| 10Y | +180.7% | -34.2% | +214.9% | +161.6% |
| All | +5,979.9% | +839.9% | +5,140.0% | +2,678.7% |
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