+177.3%
MCD vs AMT
+96.2%
+81.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | +4.6% | -10.6% | -7.4% |
| 3M | -5.6% | -8.4% | +2.9% | -3.1% |
| 6M | -21.9% | -6.0% | -15.8% | -20.7% |
| YTD | -14.7% | +2.1% | -16.8% | -16.0% |
| 1Y | -17.3% | -6.4% | -10.9% | -16.2% |
| 3Y | -2.2% | +8.1% | -10.2% | -7.9% |
| 5Y | +20.3% | -31.9% | +52.2% | +32.9% |
| All | +177.3% | +96.2% | +81.1% | +125.6% |
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