+1,162.1%
AMAT vs MCD
+213.9%
+948.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.5% |
| 7D | -14.7% | +7.1% | -21.8% | -17.7% |
| 30D | -36.1% | +19.8% | -55.9% | -41.8% |
| 3M | -36.9% | +0.8% | -37.7% | -37.6% |
| 6M | -22.2% | -1.3% | -20.9% | -23.4% |
| YTD | +29.9% | -7.8% | +37.7% | +32.3% |
| 1Y | +43.3% | -5.0% | +48.2% | +42.6% |
| 3Y | +142.7% | +10.5% | +132.1% | +110.1% |
| 5Y | +126.2% | +22.0% | +104.2% | +80.9% |
| All | +1,162.1% | +213.9% | +948.1% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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