+1,052.3%
MCD vs AG
+294.5%
+757.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.6% |
| 7D | +7.1% | +6.3% | +0.8% | +6.9% |
| 30D | +19.8% | -8.9% | +28.7% | +20.1% |
| 3M | +0.8% | -12.2% | +13.0% | +1.1% |
| 6M | -1.3% | -28.3% | +27.0% | -0.5% |
| YTD | -7.8% | -8.8% | +1.1% | -8.3% |
| 1Y | -5.0% | +39.4% | -44.3% | -7.1% |
| 3Y | +10.5% | +229.4% | -218.9% | +2.9% |
| 5Y | +22.0% | +14.5% | +7.4% | +16.9% |
| 10Y | +216.7% | +82.7% | +134.0% | +188.7% |
| All | +1,052.3% | +294.5% | +757.8% | +809.6% |
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