-8.1%
MCD vs ILMN
+74.5%
-82.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.7% |
| 7D | -1.9% | -6.0% | +4.1% | -2.2% |
| 30D | +16.6% | -23.0% | +39.7% | +15.6% |
| 3M | +0.9% | +10.4% | -9.5% | +0.8% |
| 6M | +1.5% | +49.4% | -47.9% | +1.7% |
| YTD | -8.3% | +62.3% | -70.7% | -9.0% |
| 1Y | -8.1% | +73.7% | -81.8% | -10.7% |
| All | -8.1% | +74.5% | -82.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling