+261.9%
AMD vs MCD
+11.5%
+250.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.8% | -16.5% | -17.5% |
| 7D | -28.6% | +8.0% | -36.6% | -26.8% |
| 30D | -37.7% | +19.6% | -57.3% | -34.1% |
| 3M | -16.1% | +2.2% | -18.3% | -14.7% |
| 6M | +13.8% | -1.1% | +15.0% | +16.0% |
| YTD | +88.8% | -7.2% | +96.1% | +91.6% |
| 1Y | +57.8% | -6.7% | +64.5% | +59.9% |
| All | +261.9% | +11.5% | +250.3% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling