+137,736.4%
AMAT vs MCD
+6,068.4%
+131,668.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.0% |
| 7D | -1.5% | -2.8% | +1.3% | -0.2% |
| 30D | -14.8% | -6.0% | -8.8% | -12.5% |
| 3M | -9.3% | -5.6% | -3.7% | -8.2% |
| 6M | +27.4% | -21.9% | +49.2% | +40.4% |
| YTD | +77.6% | -14.7% | +92.3% | +87.2% |
| 1Y | +188.9% | -17.3% | +206.2% | +207.6% |
| 3Y | +202.3% | -2.2% | +204.4% | +190.3% |
| 5Y | +248.9% | +20.3% | +228.6% | +203.9% |
| 10Y | +1,585.2% | +180.7% | +1,404.5% | +899.9% |
| All | +137,736.4% | +6,068.4% | +131,668.1% | +18,740.5% |
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