-8.6%
MCD vs AMT
+7.3%
-15.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | +16.0% | +5.8% | +10.3% | +14.8% |
| 3M | 0.0% | +12.6% | -12.6% | -2.2% |
| 6M | +0.9% | +8.3% | -7.4% | -0.8% |
| YTD | -8.7% | +11.4% | -20.1% | -10.3% |
| 1Y | -8.6% | +7.7% | -16.3% | -9.4% |
| All | -8.6% | +7.3% | -15.9% | -9.4% |
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