+2,884.9%
MCD vs AGI
+4,805.9%
-1,921.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.7% |
| 7D | +5.9% | +17.4% | -11.5% | +5.6% |
| 30D | +19.6% | -0.9% | +20.6% | +19.6% |
| 3M | +3.3% | -1.6% | +4.8% | +3.2% |
| 6M | +3.5% | -24.7% | +28.2% | +3.8% |
| YTD | -6.1% | -15.3% | +9.2% | -6.1% |
| 1Y | -3.7% | +5.5% | -9.2% | -4.0% |
| 3Y | +13.4% | +154.5% | -141.1% | +11.3% |
| 5Y | +25.2% | +310.6% | -285.5% | +21.8% |
| 10Y | +211.3% | +362.7% | -151.4% | +201.4% |
| All | +2,884.9% | +4,805.9% | -1,921.0% | +2,321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling