-1.5%
MCD vs ADSK
-3.8%
+2.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.3% |
| 7D | -2.0% | -14.3% | +12.3% | -0.8% |
| 30D | -6.1% | -14.8% | +8.7% | -5.0% |
| 3M | -7.3% | -5.7% | -1.6% | -7.3% |
| 6M | -20.9% | -18.7% | -2.2% | -20.2% |
| YTD | -14.7% | -28.3% | +13.6% | -12.9% |
| 1Y | -16.1% | -35.1% | +18.9% | -13.6% |
| 3Y | -1.5% | -3.2% | +1.7% | -3.6% |
| All | -1.5% | -3.8% | +2.3% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling