-1.5%
MCD vs AMRZ
-17.5%
+16.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | +7.1% | +1.2% | +5.9% | +7.0% |
| 30D | +19.8% | +15.1% | +4.7% | +18.0% |
| 3M | +0.8% | -18.1% | +18.9% | +2.4% |
| 6M | -1.3% | -23.5% | +22.1% | +0.8% |
| YTD | -7.8% | -21.6% | +13.9% | -6.5% |
| 1Y | -5.0% | -14.7% | +9.8% | -4.6% |
| All | -1.5% | -17.5% | +16.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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