+195.2%
MCD vs ILMN
+56.2%
+139.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +16.0% | -22.7% | +38.8% | +18.7% |
| 3M | 0.0% | +8.6% | -8.7% | -2.0% |
| 6M | +0.9% | +43.8% | -42.9% | -4.5% |
| YTD | -8.7% | +59.8% | -68.5% | -15.1% |
| 1Y | -8.6% | +71.8% | -80.3% | -15.8% |
| 3Y | +9.9% | +119.0% | -109.1% | -4.9% |
| 5Y | +22.6% | -43.8% | +66.5% | +28.4% |
| All | +195.2% | +56.2% | +139.0% | +163.7% |
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