+97.2%
AMCR vs MDY
+367.9%
-270.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.1% |
| 7D | -6.3% | -0.8% | -5.5% | -5.9% |
| 30D | -7.1% | -3.9% | -3.3% | -5.1% |
| 3M | +12.7% | 0.0% | +12.7% | +12.8% |
| 6M | +5.2% | +8.5% | -3.4% | +0.9% |
| YTD | +8.1% | +13.2% | -5.2% | +1.3% |
| 1Y | +11.7% | +15.0% | -3.3% | +3.6% |
| 3Y | +9.9% | +49.6% | -39.7% | -12.0% |
| 5Y | -8.7% | +46.0% | -54.7% | -26.4% |
| 10Y | +16.8% | +176.4% | -159.5% | -25.6% |
| All | +97.2% | +367.9% | -270.7% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling