+69.0%
MCD vs ASTS
+209.1%
-140.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.2% | +14.4% | -0.7% |
| 7D | +8.0% | -29.9% | +37.9% | +8.3% |
| 30D | +19.6% | -52.2% | +71.8% | +20.2% |
| 3M | +2.2% | -55.8% | +58.0% | +2.7% |
| 6M | -1.1% | -52.7% | +51.6% | -0.9% |
| YTD | -7.2% | -58.4% | +51.2% | -7.1% |
| 1Y | -6.7% | -57.1% | +50.4% | -6.7% |
| 3Y | +11.6% | +629.5% | -617.9% | +6.0% |
| 5Y | +22.6% | +147.7% | -125.1% | +17.1% |
| All | +69.0% | +209.1% | -140.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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