-7.7%
MCD vs AAOX
-89.3%
+81.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.0% | +21.5% | +6.2% |
| 7D | +11.9% | -50.3% | +62.1% | +10.6% |
| 30D | +20.2% | -79.8% | +100.1% | +17.5% |
| 3M | +5.2% | -85.9% | +91.1% | +2.7% |
| 6M | 0.0% | -95.7% | +95.7% | -2.5% |
| All | -7.7% | -89.3% | +81.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling