+176.9%
MCD vs AGG
+14.2%
+162.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.2% | -1.1% | -0.2% | -0.7% |
| 30D | -7.8% | -1.1% | -6.6% | -7.2% |
| 3M | -10.7% | -1.9% | -8.8% | -9.8% |
| 6M | -21.3% | -1.7% | -19.6% | -20.6% |
| YTD | -15.8% | -1.3% | -14.5% | -15.2% |
| 1Y | -16.0% | -0.7% | -15.3% | -15.7% |
| 3Y | -3.0% | +12.5% | -15.4% | -8.4% |
| 5Y | +18.6% | -2.5% | +21.1% | +21.5% |
| All | +176.9% | +14.2% | +162.7% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling