+20.4%
MCD vs AU
+676.5%
-656.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -6.1% | +12.8% | -18.9% | -6.5% |
| 3M | -7.3% | +28.5% | -35.7% | -8.0% |
| 6M | -20.9% | +4.8% | -25.8% | -21.2% |
| YTD | -14.7% | +31.0% | -45.6% | -15.7% |
| 1Y | -16.1% | +81.4% | -97.5% | -18.1% |
| 3Y | -1.5% | +618.4% | -619.9% | -7.8% |
| 5Y | +20.4% | +686.3% | -665.9% | +12.9% |
| All | +20.4% | +676.5% | -656.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling