+280.0%
MCD vs AR
-27.2%
+307.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | +2.5% | -5.3% | -2.9% |
| 30D | -6.0% | +14.8% | -20.8% | -6.5% |
| 3M | -5.6% | +6.2% | -11.8% | -5.9% |
| 6M | -21.9% | +4.3% | -26.1% | -22.1% |
| YTD | -14.7% | +14.4% | -29.1% | -15.4% |
| 1Y | -17.3% | +21.3% | -38.6% | -18.2% |
| 3Y | -2.2% | +39.8% | -42.0% | -4.7% |
| 5Y | +20.3% | +142.1% | -121.8% | +12.8% |
| 10Y | +180.7% | +52.0% | +128.7% | +140.3% |
| All | +280.0% | -27.2% | +307.2% | +238.2% |
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 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