+6,475.2%
MCD vs AME
+18,019.4%
-11,544.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.1% |
| 7D | +7.1% | -5.2% | +12.3% | +8.3% |
| 30D | +19.8% | -8.0% | +27.8% | +21.8% |
| 3M | +0.8% | -8.9% | +9.7% | +2.6% |
| 6M | -1.3% | -5.0% | +3.7% | -0.8% |
| YTD | -7.8% | +11.9% | -19.6% | -11.0% |
| 1Y | -5.0% | +16.6% | -21.6% | -9.3% |
| 3Y | +10.5% | +62.5% | -51.9% | -3.8% |
| 5Y | +22.0% | +67.6% | -45.6% | +4.8% |
| 10Y | +216.7% | +450.4% | -233.7% | +108.4% |
| All | +6,475.2% | +18,019.4% | -11,544.2% | +2,177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling