+21.6%
MCD vs AG
+64.2%
-42.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.5% |
| 7D | -2.8% | +1.0% | -3.8% | -2.8% |
| 30D | -6.0% | +19.2% | -25.2% | -6.4% |
| 3M | -5.6% | +6.2% | -11.7% | -5.8% |
| 6M | -21.9% | -26.7% | +4.8% | -21.5% |
| YTD | -14.7% | +26.1% | -40.8% | -15.5% |
| 1Y | -17.3% | +131.7% | -148.9% | -19.8% |
| 3Y | -2.2% | +255.3% | -257.5% | -7.9% |
| All | +21.6% | +64.2% | -42.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling