+20.4%
MCD vs AFL
+134.0%
-113.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -6.1% | -7.1% | +1.0% | -4.0% |
| 3M | -7.3% | +0.4% | -7.7% | -7.4% |
| 6M | -20.9% | +4.5% | -25.5% | -22.1% |
| YTD | -14.7% | +6.1% | -20.7% | -16.4% |
| 1Y | -16.1% | +10.6% | -26.7% | -18.9% |
| 3Y | -1.5% | +64.0% | -65.5% | -16.9% |
| 5Y | +20.4% | +133.7% | -113.3% | -12.4% |
| All | +20.4% | +134.0% | -113.5% | -12.4% |
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