+965.5%
MCD vs AG
+445.6%
+519.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.4% |
| 7D | -2.8% | +1.0% | -3.8% | -2.9% |
| 30D | -6.0% | +19.2% | -25.2% | -6.7% |
| 3M | -5.6% | +6.2% | -11.7% | -6.0% |
| 6M | -21.9% | -26.7% | +4.8% | -21.3% |
| YTD | -14.7% | +26.1% | -40.8% | -16.1% |
| 1Y | -17.3% | +131.7% | -148.9% | -20.7% |
| 3Y | -2.2% | +255.3% | -257.5% | -9.1% |
| 5Y | +20.3% | +61.9% | -41.7% | +13.9% |
| 10Y | +180.7% | +72.0% | +108.7% | +156.3% |
| All | +965.5% | +445.6% | +519.8% | +732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling