+20.4%
MCD vs AGI
+390.0%
-369.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.1% |
| 7D | -2.0% | +4.4% | -6.4% | -2.2% |
| 30D | -6.1% | +10.0% | -16.1% | -6.6% |
| 3M | -7.3% | +1.7% | -9.0% | -7.5% |
| 6M | -20.9% | -26.8% | +5.9% | -19.9% |
| YTD | -14.7% | -5.3% | -9.3% | -14.9% |
| 1Y | -16.1% | +11.5% | -27.6% | -17.4% |
| 3Y | -1.5% | +212.9% | -214.4% | -9.1% |
| 5Y | +20.4% | +388.8% | -368.3% | +8.9% |
| All | +20.4% | +390.0% | -369.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling