+1,873.9%
MCD vs AMT
+1,473.8%
+400.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +8.0% | +4.4% | +3.7% | +7.5% |
| 30D | +19.6% | +17.7% | +1.9% | +17.1% |
| 3M | +2.2% | +16.7% | -14.5% | +0.2% |
| 6M | -1.1% | +11.1% | -12.3% | -2.6% |
| YTD | -7.2% | +13.9% | -21.1% | -9.0% |
| 1Y | -6.7% | +12.5% | -19.2% | -8.4% |
| 3Y | +11.6% | +13.2% | -1.6% | +9.1% |
| 5Y | +22.6% | -17.9% | +40.5% | +23.7% |
| 10Y | +218.4% | +122.8% | +95.6% | +189.2% |
| All | +1,873.9% | +1,473.8% | +400.2% | +1,254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling