+1,315.3%
AMAT vs MCD
+219.3%
+1,096.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.6% | +10.5% |
| 7D | -1.1% | +5.9% | -7.0% | -3.9% |
| 30D | -26.9% | +19.6% | -46.6% | -33.3% |
| 3M | -31.2% | +3.3% | -34.5% | -32.7% |
| 6M | -14.7% | +3.5% | -18.2% | -18.0% |
| YTD | +44.7% | -6.1% | +50.8% | +46.2% |
| 1Y | +62.0% | -3.7% | +65.6% | +60.4% |
| 3Y | +165.0% | +13.4% | +151.6% | +126.4% |
| 5Y | +147.1% | +25.2% | +121.9% | +94.9% |
| 10Y | +1,315.3% | +211.3% | +1,104.0% | +632.8% |
| All | +1,315.3% | +219.3% | +1,096.0% | +632.8% |
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