+267.5%
MCD vs ALLE
+260.9%
+6.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | -6.8% | +0.8% | -4.1% |
| 3M | -5.6% | +21.0% | -26.6% | -11.2% |
| 6M | -21.9% | +1.1% | -23.0% | -22.6% |
| YTD | -14.7% | -0.5% | -14.2% | -15.4% |
| 1Y | -17.3% | -7.3% | -10.0% | -16.3% |
| 3Y | -2.2% | +42.3% | -44.4% | -15.0% |
| 5Y | +20.3% | +13.5% | +6.8% | +10.6% |
| 10Y | +180.7% | +144.0% | +36.7% | +96.9% |
| All | +267.5% | +260.9% | +6.6% | +135.6% |
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