+106.2%
COST vs MCD
+21.4%
+84.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -3.2% | -2.0% | -1.1% | -2.3% |
| 30D | -4.0% | -6.1% | +2.2% | -1.2% |
| 3M | -6.5% | -7.3% | +0.8% | -3.4% |
| 6M | -8.5% | -20.9% | +12.4% | +1.6% |
| YTD | +6.0% | -14.7% | +20.7% | +13.6% |
| 1Y | -5.8% | -16.1% | +10.3% | +1.6% |
| 3Y | +71.8% | -1.5% | +73.3% | +68.5% |
| 5Y | +106.2% | +20.4% | +85.8% | +78.6% |
| All | +106.2% | +21.4% | +84.9% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling