-16.0%
MCD vs AHR
+26.4%
-42.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -1.2% | -2.1% | +0.8% | -1.1% |
| 30D | -7.8% | +1.9% | -9.6% | -7.9% |
| 3M | -10.7% | +15.7% | -26.3% | -11.3% |
| 6M | -21.3% | +2.5% | -23.8% | -21.5% |
| YTD | -15.8% | +15.0% | -30.8% | -16.5% |
| 1Y | -16.0% | +28.1% | -44.1% | -18.5% |
| All | -16.0% | +26.4% | -42.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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