+9.3%
MCD vs AME
+63.5%
-54.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.6% | +8.1% | -9.7% | -1.9% |
| 30D | +16.0% | -3.8% | +19.8% | +16.2% |
| 3M | 0.0% | -6.6% | +6.6% | +0.3% |
| 6M | +0.9% | +4.6% | -3.6% | +0.2% |
| YTD | -8.7% | +17.9% | -26.7% | -10.6% |
| 1Y | -8.6% | +23.2% | -31.8% | -10.9% |
| All | +9.3% | +63.5% | -54.2% | +0.7% |
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