-5.0%
MCD vs AMT
+9.8%
-14.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | 0.0% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | +19.8% | +13.6% | +6.2% | +16.8% |
| 3M | +0.8% | +11.5% | -10.7% | -1.2% |
| 6M | -1.3% | +6.9% | -8.2% | -2.8% |
| YTD | -7.8% | +10.8% | -18.6% | -9.5% |
| 1Y | -5.0% | +10.3% | -15.3% | -6.9% |
| All | -5.0% | +9.8% | -14.8% | -6.9% |
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