+1,617.7%
MCD vs AU
+617.7%
+999.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +16.0% | -4.4% | +20.5% | +16.2% |
| 3M | 0.0% | -10.0% | +9.9% | +0.3% |
| 6M | +0.9% | -14.5% | +15.4% | +1.3% |
| YTD | -8.7% | +6.4% | -15.1% | -9.7% |
| 1Y | -8.6% | +7.7% | -16.2% | -9.6% |
| 3Y | +9.9% | +514.1% | -504.3% | -1.2% |
| 5Y | +22.6% | +386.5% | -363.9% | +10.4% |
| 10Y | +204.6% | +851.3% | -646.7% | +158.6% |
| All | +1,617.7% | +617.7% | +999.9% | +1,313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling