-17.3%
MCD vs AU
+100.5%
-117.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.8% |
| 30D | -6.0% | +23.9% | -29.9% | -6.1% |
| 3M | -5.6% | +19.1% | -24.7% | -5.6% |
| 6M | -21.9% | -0.2% | -21.7% | -22.1% |
| YTD | -14.7% | +32.5% | -47.2% | -14.5% |
| 1Y | -17.3% | +96.9% | -114.2% | -15.1% |
| All | -17.3% | +100.5% | -117.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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