+5,979.9%
MCD vs AFL
+18,874.7%
-12,894.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -6.0% | -6.2% | +0.2% | -4.7% |
| 3M | -5.6% | +2.2% | -7.8% | -6.1% |
| 6M | -21.9% | +5.3% | -27.1% | -22.8% |
| YTD | -14.7% | +8.0% | -22.7% | -16.3% |
| 1Y | -17.3% | +10.2% | -27.5% | -19.2% |
| 3Y | -2.2% | +67.1% | -69.2% | -13.3% |
| 5Y | +20.3% | +135.6% | -115.3% | -1.8% |
| 10Y | +180.7% | +299.4% | -118.7% | +101.3% |
| All | +5,979.9% | +18,874.7% | -12,894.7% | +1,517.0% |
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 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