-5.0%
MCD vs AME
+16.4%
-21.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.4% |
| 7D | +7.1% | -5.2% | +12.3% | +6.6% |
| 30D | +19.8% | -8.0% | +27.8% | +19.2% |
| 3M | +0.8% | -8.9% | +9.7% | +0.4% |
| 6M | -1.3% | -5.0% | +3.7% | -1.7% |
| YTD | -7.8% | +11.9% | -19.6% | -9.9% |
| 1Y | -5.0% | +16.6% | -21.6% | -8.1% |
| All | -5.0% | +16.4% | -21.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling