+6,406.5%
MCD vs AFL
+20,380.2%
-13,973.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +16.0% | +8.6% | +7.4% | +13.9% |
| 3M | 0.0% | +5.3% | -5.4% | -1.2% |
| 6M | +0.9% | +10.0% | -9.1% | -1.2% |
| YTD | -8.7% | +16.5% | -25.2% | -11.9% |
| 1Y | -8.6% | +12.7% | -21.3% | -11.1% |
| 3Y | +9.9% | +65.5% | -55.6% | -2.5% |
| 5Y | +22.6% | +148.5% | -125.8% | -0.9% |
| 10Y | +204.6% | +339.2% | -134.6% | +114.2% |
| All | +6,406.5% | +20,380.2% | -13,973.7% | +1,601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling