+1,910.1%
MCD vs AGG
+98.1%
+1,812.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -5.6% | -0.7% | -4.9% | -5.5% |
| 6M | -21.9% | -1.5% | -20.3% | -21.8% |
| YTD | -14.7% | -0.3% | -14.4% | -14.7% |
| 1Y | -17.3% | +1.3% | -18.6% | -17.3% |
| 3Y | -2.2% | +13.2% | -15.4% | -2.6% |
| 5Y | +20.3% | -1.4% | +21.7% | +18.5% |
| 10Y | +180.7% | +14.9% | +165.8% | +186.3% |
| All | +1,910.1% | +98.1% | +1,812.1% | +2,243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling