+310.9%
MCD vs ALLY
+101.5%
+209.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | +8.0% | -1.1% | +9.2% | +8.3% |
| 30D | +19.6% | +4.2% | +15.4% | +18.7% |
| 3M | +2.2% | -12.4% | +14.6% | +4.6% |
| 6M | -1.1% | -8.7% | +7.5% | +0.3% |
| YTD | -7.2% | -11.6% | +4.4% | -5.7% |
| 1Y | -6.7% | +0.2% | -6.9% | -7.4% |
| 3Y | +11.6% | +57.1% | -45.5% | -1.8% |
| 5Y | +22.6% | -6.8% | +29.5% | +17.5% |
| 10Y | +218.4% | +200.4% | +18.0% | +117.7% |
| All | +310.9% | +101.5% | +209.4% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling