-7.1%
MCD vs AAOX
-93.5%
+86.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.9% | +15.1% | 0.0% |
| 7D | +7.3% | -48.3% | +55.6% | +6.2% |
| 30D | +20.0% | -84.3% | +104.3% | +16.7% |
| 3M | +3.8% | -91.4% | +95.3% | +0.6% |
| 6M | +3.8% | -96.3% | +100.1% | +0.4% |
| All | -7.1% | -93.5% | +86.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling