+23.4%
MCD vs AU
+389.3%
-365.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.5% |
| 7D | -1.9% | +4.7% | -6.6% | -2.1% |
| 30D | +16.6% | -1.5% | +18.2% | +16.6% |
| 3M | +0.9% | -5.0% | +5.9% | +1.0% |
| 6M | +1.5% | -13.5% | +15.0% | +1.7% |
| YTD | -8.3% | +11.7% | -20.1% | -9.2% |
| 1Y | -8.1% | +21.3% | -29.5% | -9.3% |
| 3Y | +10.3% | +545.0% | -534.6% | +2.8% |
| 5Y | +23.4% | +412.0% | -388.5% | +11.9% |
| All | +23.4% | +389.3% | -365.9% | +11.9% |
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