+19.4%
MCD vs ADSK
-28.7%
+48.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -2.9% | -14.5% | +11.7% | -1.2% |
| 30D | -6.7% | -19.3% | +12.6% | -4.6% |
| 3M | -9.6% | -7.8% | -1.8% | -9.1% |
| 6M | -22.3% | -20.8% | -1.5% | -20.8% |
| YTD | -15.4% | -30.2% | +14.8% | -12.6% |
| 1Y | -16.8% | -36.5% | +19.7% | -13.1% |
| 3Y | -2.4% | -5.7% | +3.3% | -3.9% |
| 5Y | +19.4% | -28.2% | +47.5% | +14.0% |
| All | +19.4% | -28.7% | +48.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling