+8.6%
MCD vs AZO
+20.6%
-12.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +1.3% | -3.0% | -2.0% |
| 30D | +14.1% | +12.0% | +2.2% | +11.2% |
| 3M | +0.6% | +7.2% | -6.6% | -1.1% |
| 6M | 0.0% | -3.2% | +3.2% | +0.1% |
| YTD | -9.3% | -3.9% | -5.4% | -9.4% |
| 1Y | -9.3% | -14.7% | +5.3% | -7.1% |
| 3Y | +8.6% | +20.4% | -11.8% | +7.0% |
| All | +8.6% | +20.6% | -12.0% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling