+5,979.9%
MCD vs AIG
-21.5%
+6,001.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -6.0% | -4.9% | -1.1% | -5.4% |
| 3M | -5.6% | +4.5% | -10.0% | -6.1% |
| 6M | -21.9% | -1.4% | -20.4% | -21.8% |
| YTD | -14.7% | -9.8% | -4.9% | -13.7% |
| 1Y | -17.3% | -4.5% | -12.7% | -17.0% |
| 3Y | -2.2% | +37.4% | -39.6% | -6.8% |
| 5Y | +20.3% | +55.0% | -34.7% | +12.0% |
| 10Y | +180.7% | +63.7% | +117.0% | +150.7% |
| All | +5,979.9% | -21.5% | +6,001.5% | +2,838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling