+193.4%
MCD vs ALNY
+246.1%
-52.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -0.9% |
| 7D | -1.6% | +5.8% | -7.5% | -2.0% |
| 30D | +14.1% | -26.5% | +40.6% | +15.8% |
| 3M | +0.6% | -27.3% | +27.9% | +2.0% |
| 6M | 0.0% | -43.4% | +43.4% | +2.6% |
| YTD | -9.3% | -58.5% | +49.2% | -5.3% |
| 1Y | -9.3% | -63.6% | +54.3% | -4.6% |
| 3Y | +8.6% | 0.0% | +8.6% | +6.3% |
| 5Y | +21.9% | -3.4% | +25.3% | +17.6% |
| All | +193.4% | +246.1% | -52.6% | +168.5% |
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