+13.4%
MCD vs AON
+4.5%
+8.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +19.6% | +23.1% | -3.5% | +13.8% |
| 3M | +3.3% | -6.0% | +9.3% | +4.2% |
| 6M | +3.5% | +7.9% | -4.4% | +1.5% |
| YTD | -6.1% | -4.1% | -2.0% | -6.0% |
| 1Y | -3.7% | -2.3% | -1.3% | -3.9% |
| 3Y | +13.4% | +3.4% | +9.9% | +13.0% |
| All | +13.4% | +4.5% | +8.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling