-16.8%
MCD vs AEM
+31.8%
-48.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | +3.0% | -5.9% | -2.9% |
| 30D | -6.7% | +12.5% | -19.2% | -6.9% |
| 3M | -9.6% | +26.9% | -36.5% | -9.7% |
| 6M | -22.3% | -9.4% | -12.9% | -22.2% |
| YTD | -15.4% | +20.3% | -35.7% | -14.8% |
| 1Y | -16.8% | +33.8% | -50.6% | -16.9% |
| All | -16.8% | +31.8% | -48.6% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling