+177.5%
MCD vs AZO
+297.5%
-120.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | -7.0% | -5.3% | -1.7% | -5.6% |
| 3M | -9.8% | -7.3% | -2.4% | -8.0% |
| 6M | -21.8% | -22.7% | +0.9% | -16.0% |
| YTD | -15.6% | -15.0% | -0.5% | -12.2% |
| 1Y | -15.2% | -32.2% | +17.1% | -5.7% |
| 3Y | -2.6% | +10.0% | -12.6% | -7.8% |
| 5Y | +18.9% | +85.8% | -67.0% | -6.9% |
| All | +177.5% | +297.5% | -120.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling