+23.4%
MCD vs AXTI
+433.1%
-409.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +19.5% | -22.1% | -2.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | +16.6% | -24.2% | +40.8% | +16.5% |
| 3M | +0.9% | -36.3% | +37.3% | +0.9% |
| 6M | +1.5% | -62.7% | +64.1% | +1.6% |
| YTD | -8.3% | +187.3% | -195.6% | -9.9% |
| 1Y | -8.1% | +344.8% | -352.9% | -10.2% |
| 3Y | +10.3% | +2,272.2% | -2,261.9% | +2.3% |
| 5Y | +23.4% | +419.6% | -396.2% | +25.0% |
| All | +23.4% | +433.1% | -409.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 5y: compounded portfolio wealth divided by compounded AXTI 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…
5y analysis · Full analysis span regression · 6 months rolling