+0.5%
MCD vs AS
+139.2%
-138.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +6.3% |
| 7D | +11.9% | +13.8% | -1.9% | +11.3% |
| 30D | +20.2% | +16.7% | +3.6% | +19.5% |
| 3M | +5.2% | -11.5% | +16.7% | +5.5% |
| 6M | 0.0% | -5.5% | +5.5% | 0.0% |
| YTD | -6.5% | -14.2% | +7.7% | -6.4% |
| 1Y | -3.9% | +2.1% | -6.0% | -4.2% |
| All | +0.5% | +139.2% | -138.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling