+1,505.0%
MCD vs AU
+793.6%
+711.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.8% | -3.6% | +0.8% | -2.7% |
| 30D | -6.0% | +23.9% | -29.9% | -7.0% |
| 3M | -5.6% | +19.1% | -24.7% | -6.5% |
| 6M | -21.9% | -0.2% | -21.7% | -22.2% |
| YTD | -14.7% | +32.5% | -47.2% | -16.4% |
| 1Y | -17.3% | +96.9% | -114.2% | -20.6% |
| 3Y | -2.2% | +614.7% | -616.9% | -12.6% |
| 5Y | +20.3% | +647.7% | -627.4% | +6.1% |
| 10Y | +180.7% | +679.2% | -498.5% | +140.8% |
| All | +1,505.0% | +793.6% | +711.4% | +1,208.4% |
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 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