-2.6%
MCD vs ALNY
+28.0%
-30.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.9% | -3.5% | +0.7% | -2.7% |
| 30D | -6.7% | +18.9% | -25.6% | -7.6% |
| 3M | -9.6% | -13.3% | +3.8% | -9.1% |
| 6M | -22.3% | -20.3% | -2.0% | -21.7% |
| YTD | -15.4% | -35.1% | +19.7% | -13.9% |
| 1Y | -16.8% | -46.5% | +29.7% | -14.5% |
| All | -2.6% | +28.0% | -30.6% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling