-16.8%
MCD vs AMCR
+10.0%
-26.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | -2.9% | -6.3% | +3.4% | -1.7% |
| 30D | -6.7% | -7.1% | +0.4% | -5.5% |
| 3M | -9.6% | +12.7% | -22.2% | -11.2% |
| 6M | -22.3% | +5.2% | -27.5% | -23.1% |
| YTD | -15.4% | +8.1% | -23.5% | -17.3% |
| 1Y | -16.8% | +11.7% | -28.5% | -19.8% |
| All | -16.8% | +10.0% | -26.8% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling