-3.9%
MCD vs AFL
+18.6%
-22.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.2% |
| 7D | +11.9% | +2.9% | +8.9% | +10.8% |
| 30D | +20.2% | +11.5% | +8.7% | +16.1% |
| 3M | +5.2% | +0.6% | +4.5% | +4.6% |
| 6M | 0.0% | +11.7% | -11.7% | -3.3% |
| YTD | -6.5% | +15.4% | -21.9% | -10.8% |
| 1Y | -3.9% | +17.6% | -21.5% | -8.8% |
| All | -3.9% | +18.6% | -22.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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