+8.6%
MCD vs AA
+67.6%
-59.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.6% |
| 7D | -1.6% | +0.5% | -2.2% | -1.6% |
| 30D | +14.1% | -0.6% | +14.7% | +14.1% |
| 3M | +0.6% | -19.7% | +20.3% | +0.4% |
| 6M | 0.0% | -41.6% | +41.6% | -0.5% |
| YTD | -9.3% | -24.6% | +15.4% | -9.7% |
| 1Y | -9.3% | +4.9% | -14.2% | -9.7% |
| 3Y | +8.6% | +66.8% | -58.2% | +8.5% |
| All | +8.6% | +67.6% | -59.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling