+96,674.4%
AMAT vs MCD
+6,607.5%
+90,066.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.8% | -13.2% |
| 7D | -24.3% | +8.0% | -32.3% | -27.1% |
| 30D | -39.8% | +19.6% | -59.4% | -44.8% |
| 3M | -40.2% | +2.2% | -42.4% | -41.3% |
| 6M | -22.1% | -1.1% | -21.0% | -23.5% |
| YTD | +24.7% | -7.2% | +31.9% | +25.7% |
| 1Y | +33.3% | -6.7% | +40.0% | +33.6% |
| 3Y | +133.9% | +11.6% | +122.3% | +110.1% |
| 5Y | +117.1% | +22.6% | +94.4% | +86.3% |
| 10Y | +1,158.7% | +218.4% | +940.2% | +601.2% |
| All | +96,674.4% | +6,607.5% | +90,066.9% | +12,548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling