+211.3%
MCD vs ALLE
+233.6%
-22.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.9% |
| 7D | +5.9% | -0.6% | +6.6% | +6.2% |
| 30D | +19.6% | +26.6% | -7.0% | +11.4% |
| 3M | +3.3% | +13.2% | -9.9% | -0.7% |
| 6M | +3.5% | +42.9% | -39.4% | -7.6% |
| YTD | -6.1% | +21.0% | -27.1% | -12.3% |
| 1Y | -3.7% | +15.2% | -18.8% | -8.7% |
| 3Y | +13.4% | +95.6% | -82.2% | -11.3% |
| 5Y | +25.2% | +53.4% | -28.3% | +4.4% |
| 10Y | +211.3% | +221.5% | -10.2% | +115.4% |
| All | +211.3% | +233.6% | -22.4% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling