+344.8%
MCD vs AMCR
+103.0%
+241.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | -1.9% | -8.5% | +6.5% | +0.3% |
| 30D | +16.6% | +6.8% | +9.9% | +14.7% |
| 3M | +0.9% | -5.0% | +6.0% | +2.2% |
| 6M | +1.5% | +13.9% | -12.4% | -2.0% |
| YTD | -8.3% | +11.2% | -19.5% | -11.6% |
| 1Y | -8.1% | +11.3% | -19.5% | -11.4% |
| 3Y | +10.3% | +15.4% | -5.0% | +3.8% |
| 5Y | +23.4% | -7.7% | +31.2% | +22.2% |
| 10Y | +205.9% | +20.2% | +185.7% | +162.9% |
| All | +344.8% | +103.0% | +241.9% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling