+6.7%
AMZN vs MCD
-6.8%
+13.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +7.9% | +7.1% | +0.8% | +7.0% |
| 30D | -0.2% | +19.8% | -20.0% | -2.1% |
| 3M | -4.8% | +0.8% | -5.6% | -4.4% |
| 6M | -5.7% | -1.3% | -4.4% | -4.9% |
| YTD | +12.3% | -7.8% | +20.1% | +13.7% |
| 1Y | +6.7% | -5.0% | +11.6% | +7.6% |
| All | +6.7% | -6.8% | +13.5% | +7.6% |
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