-1.5%
MCD vs AIG
+34.0%
-35.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.4% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | -6.1% | -5.2% | -0.9% | -5.2% |
| 3M | -7.3% | +1.5% | -8.7% | -7.5% |
| 6M | -20.9% | -3.9% | -17.0% | -20.4% |
| YTD | -14.7% | -11.6% | -3.1% | -13.0% |
| 1Y | -16.1% | -2.9% | -13.2% | -16.1% |
| 3Y | -1.5% | +33.7% | -35.2% | -12.0% |
| All | -1.5% | +34.0% | -35.5% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling