+25.2%
MCD vs AFL
+148.4%
-123.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.5% |
| 7D | +5.9% | +0.5% | +5.4% | +5.8% |
| 30D | +19.6% | +9.3% | +10.3% | +16.3% |
| 3M | +3.3% | +1.0% | +2.3% | +2.9% |
| 6M | +3.5% | +11.8% | -8.4% | -0.2% |
| YTD | -6.1% | +15.3% | -21.4% | -10.5% |
| 1Y | -3.7% | +12.1% | -15.7% | -7.3% |
| 3Y | +13.4% | +65.0% | -51.6% | -4.6% |
| 5Y | +25.2% | +149.1% | -124.0% | -13.0% |
| All | +25.2% | +148.4% | -123.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling