+211.3%
MCD vs AG
+77.4%
+133.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.6% |
| 7D | +5.9% | +10.8% | -4.9% | +5.5% |
| 30D | +19.6% | -8.2% | +27.8% | +19.9% |
| 3M | +3.3% | -13.7% | +16.9% | +3.6% |
| 6M | +3.5% | -27.3% | +30.8% | +4.3% |
| YTD | -6.1% | -4.6% | -1.6% | -6.9% |
| 1Y | -3.7% | +39.4% | -43.0% | -6.1% |
| 3Y | +13.4% | +244.1% | -230.7% | +4.0% |
| 5Y | +25.2% | +16.8% | +8.4% | +19.3% |
| 10Y | +211.3% | +71.7% | +139.6% | +180.8% |
| All | +211.3% | +77.4% | +133.9% | +180.8% |
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