+22.6%
MCD vs ALM
+387.9%
-365.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.4% |
| 7D | -1.6% | -4.0% | +2.4% | -1.6% |
| 30D | +16.0% | -30.5% | +46.5% | +16.2% |
| 3M | 0.0% | -46.9% | +46.9% | +0.2% |
| 6M | +0.9% | -65.5% | +66.5% | +1.5% |
| YTD | -8.7% | -13.4% | +4.7% | -9.1% |
| 1Y | -8.6% | +9.8% | -18.3% | -9.3% |
| 3Y | +9.9% | +783.1% | -773.3% | +4.7% |
| 5Y | +22.6% | +378.3% | -355.7% | +17.1% |
| All | +22.6% | +387.9% | -365.3% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling