+555.5%
AMZN vs MCD
+178.5%
+377.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.8% | -2.0% | +2.8% | +1.5% |
| 30D | -6.4% | -6.1% | -0.2% | -4.3% |
| 3M | +4.8% | -7.3% | +12.0% | +7.4% |
| 6M | +20.5% | -20.9% | +41.5% | +30.7% |
| YTD | +11.3% | -14.7% | +26.0% | +17.3% |
| 1Y | +9.0% | -16.1% | +25.1% | +15.2% |
| 3Y | +85.9% | -1.5% | +87.4% | +81.9% |
| 5Y | +45.8% | +20.4% | +25.3% | +31.2% |
| 10Y | +555.5% | +180.0% | +375.5% | +352.1% |
| All | +555.5% | +178.5% | +377.0% | +352.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling