+193.4%
MCD vs AME
+444.5%
-251.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | +5.9% | -7.5% | -3.8% |
| 30D | +14.1% | -1.9% | +16.0% | +14.4% |
| 3M | +0.6% | -5.4% | +6.0% | +2.0% |
| 6M | 0.0% | +4.9% | -4.9% | -3.1% |
| YTD | -9.3% | +18.5% | -27.7% | -16.9% |
| 1Y | -9.3% | +25.5% | -34.8% | -18.9% |
| 3Y | +8.6% | +63.0% | -54.4% | -16.3% |
| 5Y | +21.9% | +78.3% | -56.4% | -11.6% |
| All | +193.4% | +444.5% | -251.0% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling