+211.7%
MCD vs ALLE
+222.4%
-10.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | +19.8% | +25.3% | -5.6% | +11.8% |
| 3M | +0.8% | +10.3% | -9.5% | -2.3% |
| 6M | -1.3% | +38.0% | -39.4% | -11.0% |
| YTD | -7.8% | +17.8% | -25.5% | -13.1% |
| 1Y | -5.0% | +13.6% | -18.6% | -9.6% |
| 3Y | +10.5% | +89.2% | -78.7% | -12.6% |
| 5Y | +22.0% | +51.1% | -29.1% | +2.1% |
| All | +211.7% | +222.4% | -10.8% | +117.4% |
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