-3.5%
MCD vs AR
+6.0%
-9.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +5.9% | -10.5% | +16.5% | +5.3% |
| 30D | +19.6% | +1.3% | +18.4% | +19.3% |
| 3M | +3.3% | +4.8% | -1.5% | +3.3% |
| 6M | +3.5% | +1.2% | +2.3% | +3.3% |
| YTD | -6.1% | +5.5% | -11.6% | -6.7% |
| All | -3.5% | +6.0% | -9.5% | -4.5% |
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