+6,367.0%
MCD vs LUV
+5,100.5%
+1,266.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +14.1% | +14.2% | -0.1% | +11.6% |
| 3M | +0.6% | +0.6% | 0.0% | +0.4% |
| 6M | 0.0% | +15.1% | -15.0% | -2.8% |
| YTD | -9.3% | +10.2% | -19.5% | -12.0% |
| 1Y | -9.3% | +38.4% | -47.7% | -15.4% |
| 3Y | +8.6% | +107.5% | -98.9% | -8.3% |
| 5Y | +21.9% | +1.1% | +20.8% | +14.8% |
| 10Y | +202.8% | +16.0% | +186.7% | +166.0% |
| All | +6,367.0% | +5,100.5% | +1,266.5% | +2,052.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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