-1.5%
MCD vs AGG
+13.2%
-14.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | -6.1% | -0.4% | -5.8% | -5.9% |
| 3M | -7.3% | -0.3% | -7.0% | -7.1% |
| 6M | -20.9% | -1.2% | -19.7% | -20.2% |
| YTD | -14.7% | -0.4% | -14.3% | -14.4% |
| 1Y | -16.1% | +0.4% | -16.5% | -16.3% |
| 3Y | -1.5% | +13.4% | -14.9% | -7.6% |
| All | -1.5% | +13.2% | -14.8% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling