+11,749.2%
AMD vs MCD
+6,660.1%
+5,089.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | -1.9% |
| 7D | -15.5% | +11.9% | -27.4% | -19.9% |
| 30D | -22.6% | +20.2% | -42.9% | -29.3% |
| 3M | -5.7% | +5.2% | -10.9% | -8.8% |
| 6M | +43.1% | 0.0% | +43.1% | +39.9% |
| YTD | +128.2% | -6.5% | +134.7% | +129.1% |
| 1Y | +95.5% | -3.9% | +99.4% | +93.1% |
| 3Y | +335.4% | +12.5% | +323.0% | +289.8% |
| 5Y | +255.5% | +24.2% | +231.3% | +204.4% |
| 10Y | +7,350.9% | +220.9% | +7,130.0% | +3,969.7% |
| All | +11,749.2% | +6,660.1% | +5,089.1% | +1,598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling