+213.3%
MCD vs AG
+64.1%
+149.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.1% | +0.5% |
| 7D | +7.3% | +6.0% | +1.3% | +7.0% |
| 30D | +20.0% | -13.5% | +33.5% | +20.5% |
| 3M | +3.8% | -20.7% | +24.5% | +4.5% |
| 6M | +3.8% | -31.5% | +35.3% | +4.8% |
| YTD | -5.9% | -10.1% | +4.3% | -6.4% |
| 1Y | -3.2% | +26.0% | -29.2% | -5.3% |
| 3Y | +13.3% | +228.9% | -215.6% | +4.1% |
| 5Y | +25.2% | +8.7% | +16.6% | +19.7% |
| 10Y | +213.3% | +71.9% | +141.5% | +183.0% |
| All | +213.3% | +64.1% | +149.3% | +183.0% |
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