+6,511.4%
MCD vs AA
+204.6%
+6,306.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.1% |
| 7D | +8.0% | -3.7% | +11.7% | +8.6% |
| 30D | +19.6% | -10.8% | +30.4% | +21.3% |
| 3M | +2.2% | -19.1% | +21.3% | +4.7% |
| 6M | -1.1% | -38.7% | +37.6% | +4.4% |
| YTD | -7.2% | -27.1% | +19.9% | -5.2% |
| 1Y | -6.7% | +8.3% | -15.0% | -10.0% |
| 3Y | +11.6% | +49.6% | -38.0% | -1.6% |
| 5Y | +22.6% | -15.5% | +38.1% | +11.3% |
| 10Y | +218.4% | +60.9% | +157.5% | +125.7% |
| All | +6,511.4% | +204.6% | +6,306.8% | +2,846.9% |
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