-3.2%
MCD vs ALM
+12.3%
-15.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.2% |
| 7D | +7.3% | -6.3% | +13.6% | +7.2% |
| 30D | +20.0% | -31.4% | +51.4% | +19.4% |
| 3M | +3.8% | -40.6% | +44.4% | +3.3% |
| 6M | +3.8% | -58.6% | +62.4% | +3.1% |
| YTD | -5.9% | -7.6% | +1.7% | -4.9% |
| 1Y | -3.2% | +13.8% | -17.1% | -1.7% |
| All | -3.2% | +12.3% | -15.5% | -1.7% |
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