+205.9%
MCD vs AG
+72.5%
+133.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -1.9% | -4.0% | +2.1% | -1.8% |
| 30D | +16.6% | -13.1% | +29.7% | +17.1% |
| 3M | +0.9% | -22.0% | +23.0% | +1.7% |
| 6M | +1.5% | -37.3% | +38.7% | +2.8% |
| YTD | -8.3% | -11.2% | +2.8% | -8.8% |
| 1Y | -8.1% | +23.9% | -32.1% | -10.0% |
| 3Y | +10.3% | +225.1% | -214.8% | +1.4% |
| 5Y | +23.4% | +7.7% | +15.7% | +18.0% |
| 10Y | +205.9% | +86.9% | +119.0% | +176.3% |
| All | +205.9% | +72.5% | +133.5% | +176.3% |
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