+9.7%
AMZN vs MCD
-17.5%
+27.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | -3.0% | -2.8% | -0.1% | -2.8% |
| 30D | -5.2% | -6.0% | +0.8% | -5.0% |
| 3M | +1.9% | -5.6% | +7.4% | +2.4% |
| 6M | +19.2% | -21.9% | +41.1% | +18.0% |
| YTD | +12.0% | -14.7% | +26.7% | +12.6% |
| 1Y | +9.7% | -17.3% | +27.0% | +13.7% |
| All | +9.7% | -17.5% | +27.2% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling