-3.9%
MCD vs ADSK
-10.6%
+6.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.0% | -0.5% | +5.6% |
| 7D | +11.9% | +11.4% | +0.4% | +10.5% |
| 30D | +20.2% | +21.9% | -1.7% | +17.9% |
| 3M | +5.2% | +13.9% | -8.7% | +3.3% |
| 6M | 0.0% | +9.1% | -9.1% | -3.1% |
| YTD | -6.5% | -8.8% | +2.2% | -8.2% |
| 1Y | -3.9% | -10.2% | +6.3% | -5.2% |
| All | -3.9% | -10.6% | +6.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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