+6,475.2%
MCD vs AA
+213.5%
+6,261.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.9% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | +19.8% | -6.7% | +26.4% | +20.8% |
| 3M | +0.8% | -16.3% | +17.2% | +2.8% |
| 6M | -1.3% | -37.1% | +35.8% | +3.9% |
| YTD | -7.8% | -25.0% | +17.3% | -6.1% |
| 1Y | -5.0% | +8.6% | -13.5% | -8.3% |
| 3Y | +10.5% | +57.2% | -46.7% | -3.2% |
| 5Y | +22.0% | -13.0% | +35.0% | +10.2% |
| 10Y | +216.7% | +65.5% | +151.1% | +123.6% |
| All | +6,475.2% | +213.5% | +6,261.7% | +2,819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling