+6.7%
AMZN vs MCD
-3.6%
+10.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.4% | +5.1% |
| 7D | +4.5% | +11.9% | -7.4% | +3.1% |
| 30D | +5.8% | +20.2% | -14.4% | +3.5% |
| 3M | -4.1% | +5.2% | -9.3% | -4.3% |
| 6M | -2.2% | 0.0% | -2.2% | -1.5% |
| YTD | +15.3% | -6.5% | +21.8% | +16.5% |
| 1Y | +6.7% | -3.9% | +10.6% | +6.6% |
| All | +6.7% | -3.6% | +10.3% | +6.6% |
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