+2,892.7%
MCD vs AGI
+4,543.9%
-1,651.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.4% |
| 7D | +7.3% | +13.9% | -6.6% | +7.0% |
| 30D | +20.0% | -6.2% | +26.2% | +20.0% |
| 3M | +3.8% | -6.9% | +10.8% | +3.9% |
| 6M | +3.8% | -28.7% | +32.5% | +4.2% |
| YTD | -5.9% | -19.8% | +13.9% | -5.7% |
| 1Y | -3.2% | -4.8% | +1.6% | -3.4% |
| 3Y | +13.3% | +144.3% | -131.0% | +11.3% |
| 5Y | +25.2% | +277.2% | -252.0% | +22.1% |
| 10Y | +213.3% | +365.9% | -152.5% | +203.5% |
| All | +2,892.7% | +4,543.9% | -1,651.3% | +2,330.3% |
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 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