+176.9%
MCD vs ALNY
+260.0%
-83.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.2% | -6.5% | +5.3% | -0.9% |
| 30D | -7.8% | +11.0% | -18.8% | -8.3% |
| 3M | -10.7% | -14.1% | +3.4% | -10.3% |
| 6M | -21.3% | -22.4% | +1.1% | -20.5% |
| YTD | -15.8% | -37.5% | +21.7% | -14.0% |
| 1Y | -16.0% | -46.9% | +30.9% | -13.6% |
| 3Y | -3.0% | +22.1% | -25.0% | -5.5% |
| 5Y | +18.6% | +31.2% | -12.6% | +13.4% |
| All | +176.9% | +260.0% | -83.0% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling