-1.3%
MCD vs ALM
-60.8%
+59.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.5% |
| 7D | +7.1% | -6.7% | +13.8% | +6.9% |
| 30D | +19.8% | -32.9% | +52.7% | +18.2% |
| 3M | +0.8% | -39.5% | +40.3% | -0.6% |
| 6M | -1.3% | -62.0% | +60.7% | -3.9% |
| All | -1.3% | -60.8% | +59.4% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling