+6,367.0%
MCD vs ADSK
+5,968.5%
+398.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| 3M | +0.6% | +2.5% | -1.9% | +0.2% |
| 6M | 0.0% | +14.5% | -14.4% | -1.8% |
| YTD | -9.3% | -10.7% | +1.4% | -8.8% |
| 1Y | -9.3% | -11.0% | +1.7% | -8.8% |
| 3Y | +8.6% | +25.9% | -17.2% | +4.3% |
| 5Y | +21.9% | -19.7% | +41.6% | +20.9% |
| 10Y | +202.8% | +258.2% | -55.5% | +152.5% |
| All | +6,367.0% | +5,968.5% | +398.5% | +3,638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling