+296.2%
MCD vs ALM
+3,507.4%
-3,211.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | +7.1% | -6.7% | +13.8% | +7.1% |
| 30D | +19.8% | -32.9% | +52.7% | +19.9% |
| 3M | +0.8% | -39.5% | +40.3% | +0.9% |
| 6M | -1.3% | -62.0% | +60.7% | -1.1% |
| YTD | -7.8% | -7.8% | +0.1% | -7.8% |
| 1Y | -5.0% | +26.7% | -31.6% | -5.1% |
| 3Y | +10.5% | +825.4% | -814.8% | +9.7% |
| 5Y | +22.0% | +401.2% | -379.3% | +21.0% |
| 10Y | +216.7% | +2,074.0% | -1,857.4% | +212.9% |
| All | +296.2% | +3,507.4% | -3,211.2% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling