+195.2%
MCD vs AR
+57.2%
+138.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.6% | +6.4% | -8.0% | -1.8% |
| 30D | +16.0% | +3.1% | +12.9% | +15.8% |
| 3M | 0.0% | +3.3% | -3.3% | -0.3% |
| 6M | +0.9% | +6.6% | -5.6% | +0.5% |
| YTD | -8.7% | +12.3% | -21.0% | -9.4% |
| 1Y | -8.6% | +12.3% | -20.9% | -9.3% |
| 3Y | +9.9% | +50.4% | -40.6% | +6.7% |
| 5Y | +22.6% | +101.0% | -78.3% | +16.1% |
| All | +195.2% | +57.2% | +138.0% | +141.1% |
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