+205.9%
MCD vs ALLY
+182.4%
+23.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -1.9% | -2.8% | +0.8% | -1.4% |
| 30D | +16.6% | +1.9% | +14.7% | +16.2% |
| 3M | +0.9% | -12.1% | +13.1% | +3.4% |
| 6M | +1.5% | -9.0% | +10.5% | +3.1% |
| YTD | -8.3% | -12.9% | +4.6% | -6.4% |
| 1Y | -8.1% | -0.1% | -8.1% | -8.9% |
| 3Y | +10.3% | +64.6% | -54.3% | -5.0% |
| 5Y | +23.4% | -10.1% | +33.5% | +19.2% |
| 10Y | +205.9% | +176.7% | +29.3% | +104.5% |
| All | +205.9% | +182.4% | +23.6% | +104.5% |
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