+211.7%
MCD vs ILMN
+60.6%
+151.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | +7.1% | -9.7% | +16.8% | +8.1% |
| 30D | +19.8% | -20.4% | +40.2% | +22.1% |
| 3M | +0.8% | +10.0% | -9.2% | -1.3% |
| 6M | -1.3% | +49.5% | -50.8% | -7.0% |
| YTD | -7.8% | +62.5% | -70.2% | -14.4% |
| 1Y | -5.0% | +76.0% | -80.9% | -12.7% |
| 3Y | +10.5% | +94.2% | -83.6% | -2.5% |
| 5Y | +22.0% | -46.3% | +68.3% | +29.1% |
| All | +211.7% | +60.6% | +151.1% | +180.0% |
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