+19.4%
MCD vs AMCR
-10.2%
+29.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.3% |
| 7D | -2.9% | -6.3% | +3.4% | -1.4% |
| 30D | -6.7% | -7.1% | +0.4% | -5.1% |
| 3M | -9.6% | +12.7% | -22.2% | -12.2% |
| 6M | -22.3% | +5.2% | -27.5% | -23.6% |
| YTD | -15.4% | +8.1% | -23.5% | -17.7% |
| 1Y | -16.8% | +11.7% | -28.5% | -19.9% |
| 3Y | -2.4% | +9.9% | -12.3% | -7.7% |
| 5Y | +19.4% | -8.7% | +28.0% | +17.7% |
| All | +19.4% | -10.2% | +29.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling