-1.5%
MCD vs AR
+40.7%
-42.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | +2.5% | -5.3% | -2.8% |
| 30D | -6.0% | +14.8% | -20.8% | -5.9% |
| 3M | -5.6% | +6.2% | -11.8% | -5.5% |
| 6M | -21.9% | +4.3% | -26.1% | -21.8% |
| YTD | -14.7% | +14.4% | -29.1% | -14.7% |
| 1Y | -17.3% | +21.3% | -38.6% | -17.3% |
| All | -1.5% | +40.7% | -42.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling