+22.7%
MCD vs ALM
+396.4%
-373.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | +7.1% | -6.7% | +13.8% | +7.2% |
| 30D | +19.8% | -32.9% | +52.7% | +20.0% |
| 3M | +0.8% | -39.5% | +40.3% | +1.0% |
| 6M | -1.3% | -62.0% | +60.7% | -0.8% |
| YTD | -7.8% | -7.8% | +0.1% | -8.2% |
| 1Y | -5.0% | +26.7% | -31.6% | -5.8% |
| 3Y | +10.5% | +825.4% | -814.8% | +5.3% |
| All | +22.7% | +396.4% | -373.7% | +17.4% |
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 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