-3.9%
MCD vs ALM
+44.8%
-48.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.4% | +6.5% |
| 7D | +11.9% | -6.4% | +18.3% | +11.7% |
| 30D | +20.2% | -35.0% | +55.2% | +19.6% |
| 3M | +5.2% | -33.8% | +39.0% | +4.7% |
| 6M | 0.0% | -55.0% | +55.0% | -0.6% |
| YTD | -6.5% | -0.2% | -6.3% | -4.9% |
| 1Y | -3.9% | +41.8% | -45.7% | -0.7% |
| All | -3.9% | +44.8% | -48.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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