+193.4%
MCD vs AA
+42.1%
+151.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.5% |
| 7D | -1.6% | +0.5% | -2.2% | -1.7% |
| 30D | +14.1% | -0.6% | +14.7% | +14.1% |
| 3M | +0.6% | -19.7% | +20.3% | +2.2% |
| 6M | 0.0% | -41.6% | +41.6% | +4.0% |
| YTD | -9.3% | -24.6% | +15.4% | -8.4% |
| 1Y | -9.3% | +4.9% | -14.2% | -11.3% |
| 3Y | +8.6% | +66.8% | -58.2% | -2.0% |
| 5Y | +21.9% | -19.4% | +41.3% | +14.5% |
| All | +193.4% | +42.1% | +151.3% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling