-1.5%
MCD vs AME
+50.7%
-52.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | -6.7% | +0.7% | -5.5% |
| 3M | -5.6% | +4.1% | -9.7% | -6.0% |
| 6M | -21.9% | +1.6% | -23.4% | -22.1% |
| YTD | -14.7% | +16.1% | -30.8% | -16.1% |
| 1Y | -17.3% | +27.3% | -44.6% | -19.5% |
| All | -1.5% | +50.7% | -52.3% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling