+211.7%
MCD vs ALLY
+189.4%
+22.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | +19.8% | +3.1% | +16.7% | +19.1% |
| 3M | +0.8% | -12.6% | +13.4% | +3.4% |
| 6M | -1.3% | -12.4% | +11.1% | +1.0% |
| YTD | -7.8% | -13.2% | +5.4% | -5.8% |
| 1Y | -5.0% | +1.8% | -6.8% | -6.1% |
| 3Y | +10.5% | +58.0% | -47.4% | -3.8% |
| 5Y | +22.0% | -8.4% | +30.4% | +17.2% |
| All | +211.7% | +189.4% | +22.3% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling