+1,507.5%
MCD vs AXTI
+314.7%
+1,192.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | -0.3% |
| 7D | -1.6% | +18.6% | -20.2% | -2.0% |
| 30D | +16.0% | -32.6% | +48.7% | +16.7% |
| 3M | 0.0% | -44.5% | +44.5% | +0.7% |
| 6M | +0.9% | -64.6% | +65.5% | +1.9% |
| YTD | -8.7% | +166.3% | -175.0% | -14.1% |
| 1Y | -8.6% | +296.5% | -305.1% | -15.1% |
| 3Y | +9.9% | +2,099.0% | -2,089.1% | -6.4% |
| 5Y | +22.6% | +377.9% | -355.3% | +8.8% |
| 10Y | +204.6% | +816.6% | -612.0% | +155.3% |
| All | +1,507.5% | +314.7% | +1,192.8% | +1,116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling