+13.4%
MCD vs AGI
+158.5%
-145.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.6% |
| 7D | +5.9% | +17.4% | -11.5% | +4.9% |
| 30D | +19.6% | -0.9% | +20.6% | +19.4% |
| 3M | +3.3% | -1.6% | +4.8% | +3.0% |
| 6M | +3.5% | -24.7% | +28.2% | +4.7% |
| YTD | -6.1% | -15.3% | +9.2% | -6.2% |
| 1Y | -3.7% | +5.5% | -9.2% | -5.4% |
| 3Y | +13.4% | +154.5% | -141.1% | +1.2% |
| All | +13.4% | +158.5% | -145.1% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling