+22.7%
MCD vs AMC
-99.3%
+122.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.6% |
| 7D | +7.1% | +2.6% | +4.5% | +7.1% |
| 30D | +19.8% | +9.0% | +10.7% | +19.7% |
| 3M | +0.8% | +22.2% | -21.4% | +0.6% |
| 6M | -1.3% | +91.5% | -92.8% | -2.2% |
| YTD | -7.8% | +101.3% | -109.0% | -8.7% |
| 1Y | -5.0% | +20.8% | -25.7% | -5.5% |
| 3Y | +10.5% | -71.3% | +81.9% | +11.2% |
| All | +22.7% | -99.3% | +122.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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