+20.8%
MCD vs ADSK
-20.1%
+40.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.6% | +1.0% | -2.7% | -1.8% |
| 30D | +14.1% | +14.4% | -0.3% | +12.3% |
| 3M | +0.6% | +2.5% | -1.9% | +0.1% |
| 6M | 0.0% | +14.5% | -14.4% | -2.1% |
| YTD | -9.3% | -10.7% | +1.4% | -8.9% |
| 1Y | -9.3% | -11.0% | +1.7% | -8.9% |
| 3Y | +8.6% | +25.9% | -17.2% | +3.4% |
| All | +20.8% | -20.1% | +40.9% | +15.1% |
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 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