+180.0%
MCD vs AME
+421.6%
-241.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | +2.8% | -4.8% | -3.1% |
| 30D | -6.1% | -6.3% | +0.1% | -3.8% |
| 3M | -7.3% | +5.4% | -12.6% | -9.6% |
| 6M | -20.9% | +7.4% | -28.4% | -23.8% |
| YTD | -14.7% | +16.2% | -30.8% | -20.6% |
| 1Y | -16.1% | +26.8% | -42.9% | -25.1% |
| 3Y | -1.5% | +57.5% | -59.0% | -22.5% |
| 5Y | +20.4% | +84.8% | -64.4% | -13.8% |
| 10Y | +180.0% | +424.3% | -244.3% | +39.2% |
| All | +180.0% | +421.6% | -241.6% | +39.2% |
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