+193.4%
MCD vs AGI
+389.5%
-196.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | -10.1% | +8.5% | -1.3% |
| 30D | +14.1% | -6.5% | +20.7% | +14.3% |
| 3M | +0.6% | -12.8% | +13.4% | +0.9% |
| 6M | 0.0% | -34.3% | +34.3% | +1.0% |
| YTD | -9.3% | -25.6% | +16.3% | -8.9% |
| 1Y | -9.3% | -14.2% | +4.9% | -9.3% |
| 3Y | +8.6% | +127.3% | -118.7% | +5.9% |
| 5Y | +21.9% | +241.8% | -219.9% | +17.7% |
| All | +193.4% | +389.5% | -196.1% | +190.3% |
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