-3.9%
MCD vs AMT
+13.5%
-17.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +5.7% |
| 7D | +11.9% | +6.0% | +5.8% | +10.6% |
| 30D | +20.2% | +20.1% | +0.2% | +15.9% |
| 3M | +5.2% | +12.4% | -7.2% | +2.8% |
| 6M | 0.0% | +9.9% | -9.9% | -2.0% |
| YTD | -6.5% | +14.4% | -20.9% | -9.0% |
| 1Y | -3.9% | +12.4% | -16.4% | -5.8% |
| All | -3.9% | +13.5% | -17.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling