+205.9%
MCD vs AR
+58.9%
+147.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -2.7% |
| 7D | -1.9% | +2.1% | -4.0% | -2.0% |
| 30D | +16.6% | +4.5% | +12.1% | +16.3% |
| 3M | +0.9% | +1.0% | -0.1% | +0.8% |
| 6M | +1.5% | +4.4% | -3.0% | +1.1% |
| YTD | -8.3% | +10.9% | -19.2% | -9.0% |
| 1Y | -8.1% | +8.6% | -16.7% | -8.7% |
| 3Y | +10.3% | +48.5% | -38.2% | +7.2% |
| 5Y | +23.4% | +95.7% | -72.3% | +16.9% |
| 10Y | +205.9% | +55.5% | +150.5% | +151.6% |
| All | +205.9% | +58.9% | +147.0% | +151.6% |
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