+214.1%
MCD vs AMCR
+22.4%
+191.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +7.3% | -3.8% | +11.0% | +8.6% |
| 30D | +20.0% | +8.3% | +11.6% | +16.9% |
| 3M | +3.8% | -2.7% | +6.5% | +4.7% |
| 6M | +3.8% | +16.7% | -13.0% | -1.8% |
| YTD | -5.9% | +13.2% | -19.1% | -10.9% |
| 1Y | -3.2% | +13.7% | -17.0% | -8.6% |
| 3Y | +13.3% | +17.4% | -4.2% | +3.3% |
| 5Y | +25.2% | -5.9% | +31.2% | +22.3% |
| All | +214.1% | +22.4% | +191.7% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling