+193.4%
MCD vs AMKR
+236.0%
-42.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -1.6% | +10.0% | -11.7% | -2.4% |
| 30D | +14.1% | -19.4% | +33.6% | +15.4% |
| 3M | +0.6% | -37.4% | +38.0% | +3.4% |
| 6M | 0.0% | -51.5% | +51.5% | +3.5% |
| YTD | -9.3% | -8.1% | -1.2% | -12.8% |
| 1Y | -9.3% | +13.8% | -23.1% | -15.0% |
| 3Y | +8.6% | +59.4% | -50.8% | -5.9% |
| 5Y | +21.9% | +65.9% | -44.0% | +1.4% |
| All | +193.4% | +236.0% | -42.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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