+313.9%
MCD vs AMCR
+100.2%
+213.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | -1.9% | -1.0% | -2.4% |
| 30D | -6.0% | -4.1% | -1.9% | -5.1% |
| 3M | -5.6% | +21.7% | -27.3% | -10.2% |
| 6M | -21.9% | +1.5% | -23.3% | -22.6% |
| YTD | -14.7% | +13.1% | -27.8% | -18.1% |
| 1Y | -17.3% | +13.0% | -30.3% | -20.6% |
| 3Y | -2.2% | +6.9% | -9.1% | -6.1% |
| 5Y | +20.3% | -10.5% | +30.7% | +19.9% |
| 10Y | +180.7% | +20.9% | +159.8% | +142.1% |
| All | +313.9% | +100.2% | +213.7% | +249.5% |
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