+271.0%
MCD vs AMC
-98.1%
+369.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.6% |
| 7D | -2.8% | +2.3% | -5.1% | -2.8% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | -5.6% | +35.2% | -40.8% | -6.0% |
| 6M | -21.9% | +124.6% | -146.4% | -22.6% |
| YTD | -14.7% | +69.9% | -84.6% | -15.3% |
| 1Y | -17.3% | -2.6% | -14.7% | -17.5% |
| 3Y | -2.2% | -79.8% | +77.6% | -1.7% |
| 5Y | +20.3% | -99.4% | +119.7% | +23.2% |
| 10Y | +180.7% | -98.9% | +279.6% | +163.9% |
| All | +271.0% | -98.1% | +369.1% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling