-5.7%
MCD vs AHR
+357.7%
-363.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.9% | -4.3% | +1.5% | -2.5% |
| 30D | -6.7% | -3.1% | -3.7% | -6.5% |
| 3M | -9.6% | +15.7% | -25.2% | -10.8% |
| 6M | -22.3% | +4.1% | -26.4% | -22.7% |
| YTD | -15.4% | +15.4% | -30.9% | -16.7% |
| 1Y | -16.8% | +28.0% | -44.8% | -19.1% |
| All | -5.7% | +357.7% | -363.4% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling