-17.3%
MCD vs AFL
+11.7%
-28.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -6.0% | -6.2% | +0.2% | -4.3% |
| 3M | -5.6% | +2.2% | -7.8% | -6.1% |
| 6M | -21.9% | +5.3% | -27.1% | -23.0% |
| YTD | -14.7% | +8.0% | -22.7% | -16.7% |
| 1Y | -17.3% | +10.2% | -27.5% | -20.5% |
| All | -17.3% | +11.7% | -28.9% | -20.5% |
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