-4.9%
MCD vs AHR
+364.8%
-369.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -2.0% | -3.4% | +1.4% | -1.7% |
| 30D | -6.1% | -3.8% | -2.4% | -5.8% |
| 3M | -7.3% | +20.1% | -27.3% | -8.8% |
| 6M | -20.9% | +7.1% | -28.0% | -21.5% |
| YTD | -14.7% | +17.2% | -31.9% | -16.1% |
| 1Y | -16.1% | +30.4% | -46.5% | -18.5% |
| All | -4.9% | +364.8% | -369.6% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling