+8.6%
MCD vs AG
+195.3%
-186.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | -1.6% | -10.0% | +8.3% | -1.5% |
| 30D | +14.1% | -10.5% | +24.6% | +14.3% |
| 3M | +0.6% | -27.3% | +27.9% | +1.0% |
| 6M | 0.0% | -43.0% | +43.0% | +0.7% |
| YTD | -9.3% | -17.9% | +8.6% | -9.4% |
| 1Y | -9.3% | +11.9% | -21.2% | -10.0% |
| 3Y | +8.6% | +201.8% | -193.2% | +1.1% |
| All | +8.6% | +195.3% | -186.7% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling