+1,058.6%
MCD vs AG
+287.4%
+771.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | +8.0% | -2.9% | +10.9% | +8.1% |
| 30D | +19.6% | -15.1% | +34.7% | +20.2% |
| 3M | +2.2% | -15.4% | +17.6% | +2.6% |
| 6M | -1.1% | -21.9% | +20.8% | -0.7% |
| YTD | -7.2% | -10.4% | +3.2% | -7.7% |
| 1Y | -6.7% | +39.8% | -46.5% | -8.8% |
| 3Y | +11.6% | +209.5% | -198.0% | +4.1% |
| 5Y | +22.6% | +12.5% | +10.1% | +17.6% |
| 10Y | +218.4% | +79.5% | +138.9% | +190.5% |
| All | +1,058.6% | +287.4% | +771.2% | +815.2% |
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