+193.4%
MCD vs AON
+233.0%
-39.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -1.6% | +1.0% | -2.7% | -2.0% |
| 30D | +14.1% | +23.2% | -9.1% | +5.4% |
| 3M | +0.6% | -5.0% | +5.6% | +2.2% |
| 6M | 0.0% | +9.3% | -9.3% | -3.8% |
| YTD | -9.3% | -3.4% | -5.9% | -9.2% |
| 1Y | -9.3% | -2.9% | -6.4% | -9.4% |
| 3Y | +8.6% | +3.6% | +5.0% | +3.7% |
| 5Y | +21.9% | +16.9% | +5.0% | +8.5% |
| All | +193.4% | +233.0% | -39.5% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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