+5,979.9%
MCD vs AA
+295.2%
+5,684.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -6.0% | +5.0% | -11.0% | -6.8% |
| 3M | -5.6% | -35.8% | +30.2% | -0.5% |
| 6M | -21.9% | -18.4% | -3.5% | -20.7% |
| YTD | -14.7% | -5.5% | -9.2% | -15.6% |
| 1Y | -17.3% | +61.0% | -78.2% | -24.6% |
| 3Y | -2.2% | +66.2% | -68.4% | -14.9% |
| 5Y | +20.3% | +11.4% | +8.9% | +4.6% |
| 10Y | +180.7% | +116.9% | +63.8% | +90.8% |
| All | +5,979.9% | +295.2% | +5,684.8% | +2,522.5% |
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