-17.3%
MCD vs ALLY
+9.5%
-26.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +3.7% | -6.5% | -3.0% |
| 30D | -6.0% | -2.3% | -3.8% | -5.9% |
| 3M | -5.6% | +3.8% | -9.4% | -5.8% |
| 6M | -21.9% | +9.7% | -31.6% | -22.2% |
| YTD | -14.7% | -1.4% | -13.3% | -14.6% |
| 1Y | -17.3% | +8.2% | -25.5% | -19.2% |
| All | -17.3% | +9.5% | -26.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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