+205.9%
MCD vs ILMN
+59.3%
+146.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.9% | -6.0% | +4.1% | -1.4% |
| 30D | +16.6% | -23.0% | +39.7% | +19.3% |
| 3M | +0.9% | +10.4% | -9.5% | -1.2% |
| 6M | +1.5% | +49.4% | -47.9% | -4.4% |
| YTD | -8.3% | +62.3% | -70.7% | -14.9% |
| 1Y | -8.1% | +73.7% | -81.8% | -15.5% |
| 3Y | +10.3% | +122.5% | -112.2% | -4.6% |
| 5Y | +23.4% | -43.2% | +66.6% | +29.1% |
| 10Y | +205.9% | +59.0% | +147.0% | +174.1% |
| All | +205.9% | +59.3% | +146.7% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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