+213.3%
MCD vs ALM
+2,040.7%
-1,827.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.4% |
| 7D | +7.3% | -6.3% | +13.6% | +7.4% |
| 30D | +20.0% | -31.4% | +51.4% | +20.7% |
| 3M | +3.8% | -40.6% | +44.4% | +4.6% |
| 6M | +3.8% | -58.6% | +62.4% | +5.0% |
| YTD | -5.9% | -7.6% | +1.7% | -6.6% |
| 1Y | -3.2% | +13.8% | -17.1% | -4.6% |
| 3Y | +13.3% | +842.1% | -828.8% | +4.0% |
| 5Y | +25.2% | +407.4% | -382.2% | +15.7% |
| 10Y | +213.3% | +2,079.4% | -1,866.0% | +179.6% |
| All | +213.3% | +2,040.7% | -1,827.4% | +179.6% |
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