+11,743.1%
COST vs MCD
+6,068.3%
+5,674.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -3.1% | -2.8% | -0.3% | -2.1% |
| 30D | -2.8% | -6.0% | +3.2% | -0.5% |
| 3M | -5.7% | -5.6% | -0.1% | -3.8% |
| 6M | -8.8% | -21.9% | +13.1% | -0.3% |
| YTD | +6.7% | -14.7% | +21.4% | +12.9% |
| 1Y | -3.6% | -17.3% | +13.6% | +3.0% |
| 3Y | +75.1% | -2.2% | +77.2% | +74.0% |
| 5Y | +108.9% | +20.3% | +88.6% | +92.6% |
| 10Y | +586.2% | +180.7% | +405.5% | +350.9% |
| All | +11,743.1% | +6,068.3% | +5,674.7% | +2,344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling