+177.5%
MCD vs AU
+694.8%
-517.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | 0.0% |
| 7D | -2.5% | -7.0% | +4.4% | -2.3% |
| 30D | -7.0% | +7.3% | -14.3% | -7.3% |
| 3M | -9.8% | +33.2% | -43.0% | -10.9% |
| 6M | -21.8% | -0.6% | -21.1% | -22.0% |
| YTD | -15.6% | +26.2% | -41.7% | -16.8% |
| 1Y | -15.2% | +68.3% | -83.4% | -17.5% |
| 3Y | -2.6% | +592.1% | -594.7% | -11.3% |
| 5Y | +18.9% | +685.3% | -666.4% | +6.4% |
| All | +177.5% | +694.8% | -517.3% | +155.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling