-1.3%
MCD vs AA
-37.4%
+36.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.5% |
| 7D | +7.1% | +0.9% | +6.2% | +7.2% |
| 30D | +19.8% | -6.7% | +26.4% | +19.5% |
| 3M | +0.8% | -16.3% | +17.2% | +0.2% |
| 6M | -1.3% | -37.1% | +35.8% | -4.3% |
| All | -1.3% | -37.4% | +36.1% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling