+211.7%
MCD vs AR
+44.3%
+167.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +7.1% | -14.3% | +21.4% | +7.7% |
| 30D | +19.8% | +1.4% | +18.3% | +19.6% |
| 3M | +0.8% | +3.4% | -2.6% | +0.6% |
| 6M | -1.3% | -2.1% | +0.8% | -1.4% |
| YTD | -7.8% | +4.7% | -12.5% | -8.2% |
| 1Y | -5.0% | +10.6% | -15.5% | -5.7% |
| 3Y | +10.5% | +24.6% | -14.0% | +8.2% |
| 5Y | +22.0% | +71.9% | -49.9% | +16.2% |
| All | +211.7% | +44.3% | +167.3% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling