+181.3%
MCD vs AG
+64.8%
+116.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -6.7% | +12.5% | -19.2% | -7.2% |
| 3M | -9.6% | +28.2% | -37.7% | -10.5% |
| 6M | -22.3% | -18.8% | -3.5% | -22.0% |
| YTD | -15.4% | +27.4% | -42.8% | -16.9% |
| 1Y | -16.8% | +132.2% | -149.0% | -20.7% |
| 3Y | -2.4% | +286.9% | -289.3% | -10.6% |
| 5Y | +19.4% | +72.8% | -53.4% | +12.0% |
| 10Y | +181.3% | +74.6% | +106.7% | +153.3% |
| All | +181.3% | +64.8% | +116.5% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling