+20.4%
MCD vs AXTI
+624.6%
-604.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.8% | -12.8% | +0.1% |
| 7D | -2.0% | +24.0% | -26.0% | -1.9% |
| 30D | -6.1% | -21.5% | +15.3% | -6.2% |
| 3M | -7.3% | -23.4% | +16.1% | -7.1% |
| 6M | -20.9% | +114.9% | -135.8% | -21.5% |
| YTD | -14.7% | +325.4% | -340.1% | -16.1% |
| 1Y | -16.1% | +2,136.7% | -2,152.8% | -19.4% |
| 3Y | -1.5% | +2,835.0% | -2,836.5% | -8.0% |
| 5Y | +20.4% | +652.8% | -632.4% | +17.9% |
| All | +20.4% | +624.6% | -604.1% | +17.9% |
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