+205.9%
MCD vs AON
+226.6%
-20.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | -2.4% | +0.4% | -1.1% |
| 30D | +16.6% | +22.8% | -6.2% | +7.9% |
| 3M | +0.9% | -5.3% | +6.3% | +2.7% |
| 6M | +1.5% | +8.4% | -6.9% | -2.0% |
| YTD | -8.3% | -3.9% | -4.4% | -8.0% |
| 1Y | -8.1% | -3.1% | -5.0% | -8.2% |
| 3Y | +10.3% | +3.0% | +7.3% | +5.7% |
| 5Y | +23.4% | +16.7% | +6.7% | +9.9% |
| 10Y | +205.9% | +232.6% | -26.7% | +81.2% |
| All | +205.9% | +226.6% | -20.6% | +81.2% |
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