+1,402.1%
MCD vs AXTI
+487.0%
+915.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.7% | -11.2% | -1.7% |
| 7D | -2.8% | +5.1% | -8.0% | -3.0% |
| 30D | -6.0% | -10.2% | +4.1% | -6.0% |
| 3M | -5.6% | -41.8% | +36.3% | -5.2% |
| 6M | -21.9% | +57.5% | -79.4% | -24.3% |
| YTD | -14.7% | +277.0% | -291.7% | -20.0% |
| 1Y | -17.3% | +1,982.4% | -1,999.7% | -26.6% |
| 3Y | -2.2% | +2,234.8% | -2,237.0% | -16.1% |
| 5Y | +20.3% | +528.3% | -508.0% | +6.4% |
| 10Y | +180.7% | +1,310.5% | -1,129.8% | +133.9% |
| All | +1,402.1% | +487.0% | +915.1% | +1,032.9% |
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 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