+337.5%
AMD vs MCD
+20.4%
+317.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.0% |
| 7D | +2.6% | -2.8% | +5.4% | +3.1% |
| 30D | -0.9% | -6.0% | +5.1% | +0.3% |
| 3M | -8.7% | -5.6% | -3.1% | -8.2% |
| 6M | +136.3% | -21.9% | +158.2% | +154.3% |
| YTD | +123.0% | -14.7% | +137.7% | +130.6% |
| 1Y | +195.2% | -17.3% | +212.4% | +208.4% |
| 3Y | +336.3% | -2.2% | +338.5% | +300.6% |
| All | +337.5% | +20.4% | +317.1% | +231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling