+2,038.1%
MCD vs AGG
+95.5%
+1,942.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | +14.1% | +0.6% | +13.5% | +14.1% |
| 3M | +0.6% | -1.6% | +2.2% | +0.8% |
| 6M | 0.0% | -1.6% | +1.6% | +0.2% |
| YTD | -9.3% | -1.5% | -7.8% | -9.1% |
| 1Y | -9.3% | -1.1% | -8.2% | -9.2% |
| 3Y | +8.6% | +13.6% | -5.0% | +8.3% |
| 5Y | +21.9% | -1.7% | +23.6% | +20.3% |
| 10Y | +202.8% | +16.1% | +186.6% | +211.7% |
| All | +2,038.1% | +95.5% | +1,942.6% | +2,396.2% |
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