-16.0%
MCD vs ADSK
-34.7%
+18.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -1.1% |
| 30D | -7.8% | -14.9% | +7.1% | -6.9% |
| 3M | -10.7% | +3.3% | -14.0% | -11.4% |
| 6M | -21.3% | -15.7% | -5.6% | -21.8% |
| YTD | -15.8% | -28.2% | +12.5% | -15.6% |
| 1Y | -16.0% | -34.5% | +18.5% | -16.5% |
| All | -16.0% | -34.7% | +18.7% | -16.5% |
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