-5.0%
MCD vs ALLE
+13.1%
-18.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | +19.8% | +25.3% | -5.6% | +15.6% |
| 3M | +0.8% | +10.3% | -9.5% | -1.0% |
| 6M | -1.3% | +38.0% | -39.4% | -5.9% |
| YTD | -7.8% | +17.8% | -25.5% | -11.9% |
| 1Y | -5.0% | +13.6% | -18.6% | -8.3% |
| All | -5.0% | +13.1% | -18.1% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling