+313.2%
MCD vs AR
-32.8%
+346.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | +8.0% | -11.7% | +19.7% | +8.5% |
| 30D | +19.6% | +1.8% | +17.8% | +19.4% |
| 3M | +2.2% | +6.0% | -3.8% | +1.9% |
| 6M | -1.1% | -7.0% | +5.9% | -1.0% |
| YTD | -7.2% | +5.6% | -12.8% | -7.7% |
| 1Y | -6.7% | +10.8% | -17.5% | -7.4% |
| 3Y | +11.6% | +19.3% | -7.7% | +9.4% |
| 5Y | +22.6% | +73.3% | -50.7% | +16.7% |
| 10Y | +218.4% | +47.6% | +170.8% | +172.6% |
| All | +313.2% | -32.8% | +346.0% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling