+177.5%
MCD vs ADSK
+221.0%
-43.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -2.5% | -10.9% | +8.4% | -0.7% |
| 30D | -7.0% | -15.9% | +8.9% | -4.5% |
| 3M | -9.8% | -4.4% | -5.4% | -9.5% |
| 6M | -21.8% | -16.6% | -5.1% | -20.0% |
| YTD | -15.6% | -28.5% | +12.9% | -11.5% |
| 1Y | -15.2% | -34.6% | +19.5% | -9.7% |
| 3Y | -2.6% | -3.5% | +0.9% | -5.0% |
| 5Y | +18.9% | -25.6% | +44.5% | +18.3% |
| All | +177.5% | +221.0% | -43.5% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling