+180.0%
MCD vs AEM
+333.3%
-153.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.1% |
| 7D | -2.0% | +4.3% | -6.4% | -2.3% |
| 30D | -6.1% | +13.1% | -19.3% | -7.0% |
| 3M | -7.3% | +24.8% | -32.0% | -8.9% |
| 6M | -20.9% | -8.2% | -12.7% | -20.7% |
| YTD | -14.7% | +19.8% | -34.5% | -16.3% |
| 1Y | -16.1% | +32.1% | -48.2% | -18.6% |
| 3Y | -1.5% | +348.2% | -349.7% | -14.0% |
| 5Y | +20.4% | +297.5% | -277.0% | +4.9% |
| 10Y | +180.0% | +343.3% | -163.3% | +138.5% |
| All | +180.0% | +333.3% | -153.3% | +138.5% |
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