+22.6%
MCD vs ALLE
+51.8%
-29.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +19.6% | +20.6% | -1.0% | +15.0% |
| 3M | +2.2% | +11.4% | -9.2% | -0.2% |
| 6M | -1.1% | +42.5% | -43.7% | -8.3% |
| YTD | -7.2% | +18.9% | -26.1% | -11.1% |
| 1Y | -6.7% | +14.2% | -20.9% | -9.8% |
| 3Y | +11.6% | +90.7% | -79.1% | -4.9% |
| 5Y | +22.6% | +52.5% | -29.8% | +9.8% |
| All | +22.6% | +51.8% | -29.2% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling