+1,715.3%
MCD vs AMT
+1,311.4%
+403.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | +4.6% | -10.6% | -6.6% |
| 3M | -5.6% | -8.4% | +2.9% | -4.6% |
| 6M | -21.9% | -6.0% | -15.8% | -21.4% |
| YTD | -14.7% | +2.1% | -16.8% | -15.1% |
| 1Y | -17.3% | -6.4% | -10.9% | -16.8% |
| 3Y | -2.2% | +8.1% | -10.2% | -3.8% |
| 5Y | +20.3% | -31.9% | +52.2% | +24.1% |
| 10Y | +180.7% | +97.1% | +83.6% | +158.9% |
| All | +1,715.3% | +1,311.4% | +403.9% | +1,163.1% |
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