+5,979.9%
MCD vs AON
+5,128.2%
+851.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.8% | -9.1% | +6.3% | -0.7% |
| 30D | -6.0% | -10.2% | +4.2% | -3.7% |
| 3M | -5.6% | +0.5% | -6.1% | -5.8% |
| 6M | -21.9% | -4.8% | -17.0% | -21.2% |
| YTD | -14.7% | -8.0% | -6.7% | -13.5% |
| 1Y | -17.3% | -13.1% | -4.2% | -15.1% |
| 3Y | -2.2% | -1.3% | -0.9% | -3.3% |
| 5Y | +20.3% | +14.9% | +5.4% | +13.7% |
| 10Y | +180.7% | +214.9% | -34.2% | +111.0% |
| All | +5,979.9% | +5,128.2% | +851.7% | +2,052.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling