+193.4%
MCD vs AIG
+67.5%
+125.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +6.6% | -8.2% | -3.4% |
| 30D | +14.1% | +7.0% | +7.1% | +12.0% |
| 3M | +0.6% | +9.7% | -9.1% | -2.0% |
| 6M | 0.0% | +10.8% | -10.8% | -3.0% |
| YTD | -9.3% | -1.3% | -8.0% | -9.4% |
| 1Y | -9.3% | +8.4% | -17.7% | -11.9% |
| 3Y | +8.6% | +39.0% | -30.4% | -3.2% |
| 5Y | +21.9% | +59.6% | -37.7% | +2.0% |
| All | +193.4% | +67.5% | +125.9% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling