+19.4%
MCD vs AGG
-1.7%
+21.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -6.7% | -0.2% | -6.5% | -6.6% |
| 3M | -9.6% | -0.7% | -8.9% | -9.3% |
| 6M | -22.3% | -1.8% | -20.5% | -21.7% |
| YTD | -15.4% | -0.6% | -14.9% | -15.2% |
| 1Y | -16.8% | +0.4% | -17.2% | -16.9% |
| 3Y | -2.4% | +13.2% | -15.6% | -6.7% |
| 5Y | +19.4% | -2.0% | +21.3% | +14.9% |
| All | +19.4% | -1.7% | +21.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling