-3.9%
MCD vs AR
+14.7%
-18.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.3% | +12.8% | +6.2% |
| 7D | +11.9% | -11.1% | +23.0% | +11.3% |
| 30D | +20.2% | +7.9% | +12.3% | +20.2% |
| 3M | +5.2% | +4.9% | +0.3% | +5.2% |
| 6M | 0.0% | -5.3% | +5.3% | -0.1% |
| YTD | -6.5% | +8.6% | -15.1% | -7.0% |
| 1Y | -3.9% | +13.7% | -17.6% | -5.3% |
| All | -3.9% | +14.7% | -18.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling