+193.4%
MCD vs ILMN
+54.3%
+139.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.6% | -2.9% | +1.2% | -1.4% |
| 30D | +14.1% | -23.8% | +38.0% | +16.9% |
| 3M | +0.6% | +7.5% | -6.9% | -1.3% |
| 6M | 0.0% | +42.8% | -42.7% | -5.3% |
| YTD | -9.3% | +57.8% | -67.1% | -15.6% |
| 1Y | -9.3% | +72.6% | -81.9% | -16.6% |
| 3Y | +8.6% | +129.3% | -120.7% | -6.7% |
| 5Y | +21.9% | -44.5% | +66.4% | +27.8% |
| All | +193.4% | +54.3% | +139.1% | +162.4% |
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