-22.1%
AMAT vs MCD
-0.9%
-21.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.8% | -14.5% |
| 7D | -24.3% | +8.0% | -32.3% | -16.4% |
| 30D | -39.8% | +19.6% | -59.4% | -23.3% |
| 3M | -40.2% | +2.2% | -42.4% | -40.0% |
| 6M | -22.1% | -1.1% | -21.0% | -22.3% |
| All | -22.1% | -0.9% | -21.2% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling