+33.3%
AMAT vs MCD
-4.8%
+38.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.8% | -14.2% |
| 7D | -24.3% | +8.0% | -32.3% | -18.9% |
| 30D | -39.8% | +19.6% | -59.4% | -29.4% |
| 3M | -40.2% | +2.2% | -42.4% | -38.6% |
| 6M | -22.1% | -1.1% | -21.0% | -19.2% |
| YTD | +24.7% | -7.2% | +31.9% | +28.7% |
| 1Y | +33.3% | -6.7% | +40.0% | +37.4% |
| All | +33.3% | -4.8% | +38.1% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling