+22.7%
MCD vs AG
+12.9%
+9.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.6% |
| 7D | +7.1% | +6.3% | +0.8% | +7.0% |
| 30D | +19.8% | -8.9% | +28.7% | +19.9% |
| 3M | +0.8% | -12.2% | +13.0% | +1.0% |
| 6M | -1.3% | -28.3% | +27.0% | -0.8% |
| YTD | -7.8% | -8.8% | +1.1% | -8.1% |
| 1Y | -5.0% | +39.4% | -44.3% | -6.6% |
| 3Y | +10.5% | +229.4% | -218.9% | +3.6% |
| All | +22.7% | +12.9% | +9.8% | +23.7% |
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