-5.0%
MCD vs AS
+0.9%
-5.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +7.1% | +6.9% | +0.2% | +6.5% |
| 30D | +19.8% | +16.0% | +3.8% | +18.4% |
| 3M | +0.8% | -12.8% | +13.7% | +1.3% |
| 6M | -1.3% | -15.4% | +14.1% | -0.8% |
| YTD | -7.8% | -15.7% | +8.0% | -8.0% |
| 1Y | -5.0% | +6.1% | -11.0% | -2.3% |
| All | -5.0% | +0.9% | -5.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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