+7,765.4%
AMD vs MCD
+200.8%
+7,564.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.1% | -8.5% |
| 7D | +18.9% | -1.6% | +20.6% | +19.8% |
| 30D | -6.4% | +14.1% | -20.6% | -12.3% |
| 3M | +10.6% | +0.6% | +10.0% | +9.6% |
| 6M | +19.9% | 0.0% | +19.9% | +17.5% |
| YTD | +149.4% | -9.3% | +158.6% | +155.4% |
| 1Y | +115.4% | -9.3% | +124.7% | +119.7% |
| 3Y | +357.3% | +8.6% | +348.7% | +302.5% |
| 5Y | +261.1% | +21.9% | +239.2% | +194.0% |
| All | +7,765.4% | +200.8% | +7,564.6% | +3,854.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling