+205.9%
MCD vs AIG
+69.4%
+136.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.8% |
| 7D | -1.9% | +1.4% | -3.3% | -2.4% |
| 30D | +16.6% | +6.6% | +10.0% | +14.5% |
| 3M | +0.9% | +7.9% | -6.9% | -1.2% |
| 6M | +1.5% | +10.4% | -8.9% | -1.5% |
| YTD | -8.3% | -1.3% | -7.0% | -8.5% |
| 1Y | -8.1% | +11.5% | -19.6% | -11.5% |
| 3Y | +10.3% | +38.8% | -28.5% | -1.7% |
| 5Y | +23.4% | +57.8% | -34.4% | +3.6% |
| 10Y | +205.9% | +68.4% | +137.5% | +105.0% |
| All | +205.9% | +69.4% | +136.5% | +105.0% |
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