+1,568.3%
MCD vs ILMN
+1,331.5%
+236.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.4% | -0.2% |
| 7D | +8.0% | -28.3% | +36.3% | +10.2% |
| 30D | +19.6% | -24.0% | +43.6% | +21.5% |
| 3M | +2.2% | +4.1% | -1.9% | +1.4% |
| 6M | -1.1% | +49.6% | -50.7% | -4.5% |
| YTD | -7.2% | +58.6% | -65.8% | -11.0% |
| 1Y | -6.7% | +69.9% | -76.6% | -11.0% |
| 3Y | +11.6% | +82.9% | -71.3% | +4.4% |
| 5Y | +22.6% | -47.6% | +70.3% | +23.6% |
| 10Y | +218.4% | +58.8% | +159.6% | +195.0% |
| All | +1,568.3% | +1,331.5% | +236.9% | +1,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling