-8.1%
MCD vs AR
+11.6%
-19.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -2.5% |
| 7D | -1.9% | +2.1% | -4.0% | -1.8% |
| 30D | +16.6% | +4.5% | +12.1% | +16.5% |
| 3M | +0.9% | +1.0% | -0.1% | +0.9% |
| 6M | +1.5% | +4.4% | -3.0% | +1.6% |
| YTD | -8.3% | +10.9% | -19.2% | -8.4% |
| 1Y | -8.1% | +8.6% | -16.7% | -8.2% |
| All | -8.1% | +11.6% | -19.7% | -8.2% |
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