+88.3%
AMZN vs MCD
-2.2%
+90.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | -3.0% | -2.8% | -0.1% | -2.7% |
| 30D | -5.2% | -6.0% | +0.8% | -4.6% |
| 3M | +1.9% | -5.6% | +7.4% | +2.5% |
| 6M | +19.2% | -21.9% | +41.1% | +22.2% |
| YTD | +12.0% | -14.7% | +26.7% | +13.8% |
| 1Y | +9.7% | -17.3% | +27.0% | +11.9% |
| All | +88.3% | -2.2% | +90.5% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling