+247.2%
AMAT vs MCD
+20.4%
+226.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | -1.5% | -2.8% | +1.3% | -1.1% |
| 30D | -14.8% | -6.0% | -8.8% | -14.1% |
| 3M | -9.3% | -5.6% | -3.7% | -9.0% |
| 6M | +27.4% | -21.9% | +49.2% | +35.7% |
| YTD | +77.6% | -14.7% | +92.3% | +83.0% |
| 1Y | +188.9% | -17.3% | +206.2% | +200.5% |
| 3Y | +202.3% | -2.2% | +204.4% | +185.1% |
| All | +247.2% | +20.4% | +226.8% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling