+211.3%
MCD vs AMT
+116.9%
+94.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +5.9% | +0.4% | +5.6% | +5.9% |
| 30D | +19.6% | +3.7% | +15.9% | +18.2% |
| 3M | +3.3% | +10.7% | -7.5% | -0.4% |
| 6M | +3.5% | +9.3% | -5.8% | -0.2% |
| YTD | -6.1% | +10.9% | -17.1% | -10.3% |
| 1Y | -3.7% | +10.5% | -14.2% | -7.9% |
| 3Y | +13.4% | +15.5% | -2.2% | +4.5% |
| 5Y | +25.2% | -20.6% | +45.7% | +30.5% |
| 10Y | +211.3% | +124.5% | +86.7% | +147.0% |
| All | +211.3% | +116.9% | +94.4% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling