-16.8%
MCD vs AGI
+12.0%
-28.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.9% |
| 3M | -9.6% | +5.6% | -15.2% | -9.6% |
| 6M | -22.3% | -27.7% | +5.4% | -22.2% |
| YTD | -15.4% | -4.1% | -11.4% | -14.9% |
| 1Y | -16.8% | +13.8% | -30.6% | -16.0% |
| All | -16.8% | +12.0% | -28.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling