+643.8%
AMZN vs MCD
+202.6%
+441.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.8% | -1.6% | +4.4% | +3.4% |
| 30D | +3.4% | +16.0% | -12.6% | -1.9% |
| 3M | +0.1% | 0.0% | +0.1% | 0.0% |
| 6M | +0.6% | +0.9% | -0.3% | 0.0% |
| YTD | +15.9% | -8.7% | +24.6% | +19.1% |
| 1Y | +9.5% | -8.6% | +18.1% | +12.3% |
| 3Y | +86.3% | +9.9% | +76.4% | +74.7% |
| 5Y | +51.7% | +22.6% | +29.1% | +35.7% |
| All | +643.8% | +202.6% | +441.3% | +407.8% |
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