-17.3%
MCD vs AA
+63.2%
-80.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.9% |
| 30D | -6.0% | +5.0% | -11.0% | -5.8% |
| 3M | -5.6% | -35.8% | +30.2% | -7.3% |
| 6M | -21.9% | -18.4% | -3.5% | -22.4% |
| YTD | -14.7% | -5.5% | -9.2% | -14.6% |
| 1Y | -17.3% | +61.0% | -78.2% | -15.6% |
| All | -17.3% | +63.2% | -80.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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