+5,979.9%
MCD vs AEP
+2,223.4%
+3,756.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +1.8% | -4.6% | -3.4% |
| 30D | -6.0% | -0.8% | -5.2% | -5.8% |
| 3M | -5.6% | -1.8% | -3.7% | -5.2% |
| 6M | -21.9% | -5.4% | -16.5% | -20.7% |
| YTD | -14.7% | +10.4% | -25.1% | -17.5% |
| 1Y | -17.3% | +18.2% | -35.4% | -21.8% |
| 3Y | -2.2% | +79.0% | -81.1% | -19.0% |
| 5Y | +20.3% | +64.8% | -44.5% | +1.3% |
| 10Y | +180.7% | +170.8% | +9.9% | +101.4% |
| All | +5,979.9% | +2,223.4% | +3,756.5% | +1,631.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 all: compounded portfolio wealth divided by compounded AEP 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…
all analysis · Full analysis span regression · 6 months rolling