-8.1%
MCD vs AG
+23.1%
-31.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -1.9% | -4.0% | +2.1% | -1.9% |
| 30D | +16.6% | -13.1% | +29.7% | +16.5% |
| 3M | +0.9% | -22.0% | +23.0% | +0.8% |
| 6M | +1.5% | -37.3% | +38.7% | +1.4% |
| YTD | -8.3% | -11.2% | +2.8% | -6.8% |
| 1Y | -8.1% | +23.9% | -32.1% | -5.6% |
| All | -8.1% | +23.1% | -31.3% | -5.6% |
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