+301.8%
AMD vs MCD
+10.9%
+290.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +10.9% |
| 7D | -11.0% | +7.1% | -18.2% | -9.0% |
| 30D | -30.5% | +19.8% | -50.2% | -26.4% |
| 3M | -8.2% | +0.8% | -9.0% | -7.1% |
| 6M | +6.6% | -1.3% | +7.9% | +8.5% |
| YTD | +109.7% | -7.8% | +117.4% | +112.5% |
| 1Y | +88.9% | -5.0% | +93.9% | +90.7% |
| 3Y | +301.8% | +10.5% | +291.3% | +298.8% |
| All | +301.8% | +10.9% | +290.9% | +298.8% |
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 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