+313.9%
MCD vs AMCR
+106.4%
+207.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | -1.9% | -1.0% | -2.4% |
| 30D | -6.0% | -4.1% | -1.9% | -5.1% |
| 3M | -5.6% | +21.7% | -27.3% | -10.2% |
| 6M | -21.9% | +1.5% | -23.3% | -22.6% |
| YTD | -14.7% | +13.1% | -27.8% | -18.1% |
| 1Y | -17.3% | +16.5% | -33.8% | -21.2% |
| 3Y | -2.2% | +10.3% | -12.4% | -6.8% |
| 5Y | +20.3% | -7.7% | +28.0% | +19.0% |
| 10Y | +180.7% | +24.6% | +156.1% | +140.2% |
| All | +313.9% | +106.4% | +207.4% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling