+416.0%
AAOI vs MCD
+180.5%
+235.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -1.2% | +1.1% | +0.2% |
| 30D | -23.7% | -7.8% | -15.9% | -22.0% |
| 3M | -39.0% | -10.7% | -28.3% | -37.4% |
| 6M | -17.0% | -21.3% | +4.2% | -11.3% |
| YTD | +202.2% | -15.8% | +218.0% | +214.2% |
| 1Y | +292.4% | -16.0% | +308.4% | +306.1% |
| 3Y | +804.4% | -3.0% | +807.3% | +756.0% |
| 5Y | +1,318.0% | +18.6% | +1,299.4% | +1,076.8% |
| All | +416.0% | +180.5% | +235.4% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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