+6,406.4%
AMD vs MCD
+177.7%
+6,228.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.9% |
| 30D | -0.9% | -6.0% | +5.1% | +1.9% |
| 3M | -8.7% | -5.6% | -3.1% | -7.5% |
| 6M | +136.3% | -21.9% | +158.2% | +164.2% |
| YTD | +123.0% | -14.7% | +137.7% | +136.3% |
| 1Y | +195.2% | -17.3% | +212.4% | +215.8% |
| 3Y | +336.3% | -2.2% | +338.5% | +309.1% |
| 5Y | +334.5% | +20.3% | +314.2% | +255.0% |
| All | +6,406.4% | +177.7% | +6,228.7% | +3,543.8% |
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