-3.5%
MCD vs AMT
+11.6%
-15.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.9% | +0.4% | +5.6% | +5.9% |
| 30D | +19.6% | +3.7% | +15.9% | +18.8% |
| 3M | +3.3% | +10.7% | -7.5% | +1.3% |
| 6M | +3.5% | +9.3% | -5.8% | +1.4% |
| YTD | -6.1% | +10.9% | -17.1% | -8.0% |
| All | -3.5% | +11.6% | -15.1% | -4.9% |
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