-3.9%
MCD vs AG
+29.4%
-33.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.1% | -2.6% | +6.5% |
| 7D | +11.9% | -2.6% | +14.5% | +11.7% |
| 30D | +20.2% | -12.1% | +32.4% | +20.0% |
| 3M | +5.2% | -6.6% | +11.8% | +5.1% |
| 6M | 0.0% | -20.5% | +20.5% | -0.2% |
| YTD | -6.5% | -7.4% | +0.9% | -4.3% |
| 1Y | -3.9% | +33.4% | -37.3% | +1.4% |
| All | -3.9% | +29.4% | -33.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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