+8.6%
MCD vs AEM
+301.1%
-292.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -6.8% | +5.2% | -1.2% |
| 30D | +14.1% | +0.8% | +13.3% | +13.9% |
| 3M | +0.6% | -0.8% | +1.4% | +0.4% |
| 6M | 0.0% | -8.5% | +8.5% | +0.3% |
| YTD | -9.3% | +5.9% | -15.2% | -10.4% |
| 1Y | -9.3% | +6.6% | -15.9% | -10.5% |
| 3Y | +8.6% | +302.2% | -293.6% | -10.1% |
| All | +8.6% | +301.1% | -292.5% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling