+177.3%
MCD vs ILMN
+33.5%
+143.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.3% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -6.0% | +9.2% | -15.2% | -7.1% |
| 3M | -5.6% | +29.8% | -35.4% | -8.6% |
| 6M | -21.9% | +69.2% | -91.1% | -26.8% |
| YTD | -14.7% | +66.4% | -81.1% | -20.2% |
| 1Y | -17.3% | +123.4% | -140.7% | -25.8% |
| 3Y | -2.2% | +33.2% | -35.3% | -7.7% |
| 5Y | +20.3% | -52.0% | +72.3% | +30.5% |
| All | +177.3% | +33.5% | +143.8% | +145.2% |
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