-11.6%
AMCR vs MDY
+46.3%
-57.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.2% |
| 7D | -6.3% | -1.9% | -4.4% | -5.0% |
| 30D | -7.8% | -4.6% | -3.2% | -4.6% |
| 3M | +7.5% | -1.2% | +8.8% | +8.5% |
| 6M | +2.7% | +9.2% | -6.5% | -3.1% |
| YTD | +6.0% | +13.1% | -7.0% | -2.3% |
| 1Y | +7.8% | +13.0% | -5.2% | -0.9% |
| 3Y | +5.8% | +49.2% | -43.4% | -21.2% |
| All | -11.6% | +46.3% | -57.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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