+302.8%
MCD vs ALLE
+344.1%
-41.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.8% | +6.0% |
| 7D | +11.9% | +6.7% | +5.2% | +9.8% |
| 30D | +20.2% | +25.4% | -5.1% | +12.3% |
| 3M | +5.2% | +16.9% | -11.8% | +0.2% |
| 6M | 0.0% | +46.6% | -46.5% | -11.3% |
| YTD | -6.5% | +22.4% | -28.9% | -12.9% |
| 1Y | -3.9% | +17.7% | -21.7% | -9.5% |
| 3Y | +12.5% | +96.3% | -83.9% | -11.6% |
| 5Y | +24.2% | +57.4% | -33.2% | +2.9% |
| 10Y | +220.9% | +241.0% | -20.1% | +104.0% |
| All | +302.8% | +344.1% | -41.4% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling