-1.5%
MCD vs AMCR
+10.1%
-11.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | -6.1% | -6.0% | -0.1% | -5.1% |
| 3M | -7.3% | +18.9% | -26.2% | -10.1% |
| 6M | -20.9% | +5.7% | -26.6% | -22.0% |
| YTD | -14.7% | +11.1% | -25.8% | -16.8% |
| 1Y | -16.1% | +12.7% | -28.8% | -18.5% |
| 3Y | -1.5% | +9.6% | -11.1% | -5.3% |
| All | -1.5% | +10.1% | -11.6% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling