+211.3%
MCD vs AA
+64.5%
+146.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +1.3% |
| 7D | +5.9% | +4.8% | +1.1% | +5.5% |
| 30D | +19.6% | -0.6% | +20.3% | +19.6% |
| 3M | +3.3% | -16.3% | +19.5% | +4.6% |
| 6M | +3.5% | -33.4% | +36.9% | +6.4% |
| YTD | -6.1% | -20.7% | +14.6% | -5.6% |
| 1Y | -3.7% | +12.9% | -16.6% | -6.4% |
| 3Y | +13.4% | +75.7% | -62.3% | +1.9% |
| 5Y | +25.2% | -6.8% | +32.0% | +15.4% |
| 10Y | +211.3% | +53.6% | +157.6% | +103.2% |
| All | +211.3% | +64.5% | +146.8% | +103.2% |
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