+195.2%
MCD vs ALM
+1,942.8%
-1,747.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.5% |
| 30D | +16.0% | -30.5% | +46.5% | +16.7% |
| 3M | 0.0% | -46.9% | +46.9% | +0.9% |
| 6M | +0.9% | -65.5% | +66.5% | +2.6% |
| YTD | -8.7% | -13.4% | +4.7% | -9.4% |
| 1Y | -8.6% | +9.8% | -18.3% | -9.8% |
| 3Y | +9.9% | +783.1% | -773.3% | +1.0% |
| 5Y | +22.6% | +378.3% | -355.7% | +13.4% |
| All | +195.2% | +1,942.8% | -1,747.6% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling