+178.1%
MCD vs AA
+113.3%
+64.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.8% |
| 30D | -6.0% | +5.0% | -11.0% | -6.5% |
| 3M | -5.6% | -35.8% | +30.2% | -2.4% |
| 6M | -21.9% | -18.4% | -3.5% | -21.2% |
| YTD | -14.7% | -5.5% | -9.2% | -15.4% |
| 1Y | -17.3% | +61.0% | -78.2% | -22.3% |
| 3Y | -2.2% | +66.2% | -68.4% | -11.1% |
| 5Y | +20.3% | +11.4% | +8.9% | +8.8% |
| All | +178.1% | +113.3% | +64.8% | +77.5% |
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