+20.4%
MCD vs AEM
+303.4%
-283.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -6.0% | +24.0% | -30.0% | -7.1% |
| 3M | -5.6% | +16.1% | -21.7% | -6.4% |
| 6M | -21.9% | -11.6% | -10.2% | -21.5% |
| YTD | -14.7% | +21.5% | -36.2% | -15.9% |
| 1Y | -17.3% | +39.2% | -56.4% | -19.3% |
| 3Y | -2.2% | +347.4% | -349.6% | -11.5% |
| All | +20.4% | +303.4% | -283.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling