+20.4%
MCD vs AON
+13.7%
+6.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -2.0% | -3.2% | +1.2% | -1.2% |
| 30D | -6.1% | -11.9% | +5.7% | -3.1% |
| 3M | -7.3% | -2.9% | -4.4% | -6.7% |
| 6M | -20.9% | -6.8% | -14.1% | -19.7% |
| YTD | -14.7% | -10.1% | -4.6% | -12.7% |
| 1Y | -16.1% | -14.2% | -1.9% | -13.1% |
| 3Y | -1.5% | -3.3% | +1.8% | -2.5% |
| 5Y | +20.4% | +13.6% | +6.8% | +9.2% |
| All | +20.4% | +13.7% | +6.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling