+195.2%
MCD vs AEM
+412.4%
-217.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.2% |
| 30D | +16.0% | -3.9% | +19.9% | +16.2% |
| 3M | 0.0% | -3.4% | +3.4% | 0.0% |
| 6M | +0.9% | -9.0% | +10.0% | +1.2% |
| YTD | -8.7% | +5.9% | -14.6% | -9.9% |
| 1Y | -8.6% | +4.0% | -12.5% | -9.6% |
| 3Y | +9.9% | +298.8% | -288.9% | -3.6% |
| 5Y | +22.6% | +250.7% | -228.1% | +7.5% |
| All | +195.2% | +412.4% | -217.1% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling