+266.4%
MCD vs ALM
+7,705.7%
-7,439.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.8% | -2.6% | -0.2% | -2.8% |
| 30D | -6.0% | +32.0% | -38.0% | -6.1% |
| 3M | -5.6% | -15.0% | +9.5% | -5.6% |
| 6M | -21.9% | -10.1% | -11.7% | -21.9% |
| YTD | -14.7% | +99.4% | -114.1% | -14.9% |
| 1Y | -17.3% | +316.4% | -333.6% | -17.6% |
| 3Y | -2.2% | +2,022.0% | -2,024.1% | -3.1% |
| 5Y | +20.3% | +941.2% | -920.9% | +19.2% |
| 10Y | +180.7% | +2,950.3% | -2,769.6% | +177.0% |
| All | +266.4% | +7,705.7% | -7,439.4% | +257.2% |
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