+760.1%
COST vs MCD
+200.8%
+559.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +5.0% | -1.6% | +6.6% | +5.6% |
| 30D | +12.8% | +14.1% | -1.3% | +7.2% |
| 3M | +15.2% | +0.6% | +14.6% | +14.7% |
| 6M | +7.4% | 0.0% | +7.4% | +7.1% |
| YTD | +29.0% | -9.3% | +38.3% | +33.3% |
| 1Y | +20.3% | -9.3% | +29.6% | +24.2% |
| 3Y | +99.0% | +8.6% | +90.4% | +89.7% |
| 5Y | +125.7% | +21.9% | +103.8% | +105.9% |
| All | +760.1% | +200.8% | +559.4% | +540.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling