+181.3%
MCD vs AGI
+398.0%
-216.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.9% | +2.2% | -5.1% | -2.9% |
| 30D | -6.7% | +11.3% | -18.0% | -7.0% |
| 3M | -9.6% | +5.6% | -15.2% | -9.8% |
| 6M | -22.3% | -27.7% | +5.4% | -21.8% |
| YTD | -15.4% | -4.1% | -11.4% | -15.6% |
| 1Y | -16.8% | +13.8% | -30.6% | -17.4% |
| 3Y | -2.4% | +217.0% | -219.4% | -5.7% |
| 5Y | +19.4% | +404.3% | -385.0% | +14.1% |
| 10Y | +181.3% | +400.5% | -219.2% | +175.0% |
| All | +181.3% | +398.0% | -216.7% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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