-0.3%
MCD vs AS
+133.7%
-134.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +8.0% | +7.1% | +0.9% | +7.7% |
| 30D | +19.6% | +12.8% | +6.8% | +19.0% |
| 3M | +2.2% | -14.7% | +16.9% | +2.7% |
| 6M | -1.1% | -9.9% | +8.8% | -0.9% |
| YTD | -7.2% | -16.1% | +8.9% | -7.0% |
| 1Y | -6.7% | +0.2% | -6.9% | -6.9% |
| All | -0.3% | +133.7% | -134.0% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling