+13,986.6%
COST vs MCD
+6,529.4%
+7,457.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.0% |
| 7D | +3.9% | -1.9% | +5.9% | +4.6% |
| 30D | +13.5% | +16.6% | -3.1% | +7.2% |
| 3M | +15.3% | +0.9% | +14.4% | +14.7% |
| 6M | +9.2% | +1.5% | +7.7% | +8.2% |
| YTD | +26.9% | -8.3% | +35.2% | +30.5% |
| 1Y | +19.7% | -8.1% | +27.9% | +23.0% |
| 3Y | +96.0% | +10.3% | +85.7% | +86.2% |
| 5Y | +124.0% | +23.4% | +100.6% | +104.3% |
| 10Y | +760.6% | +205.9% | +554.7% | +447.1% |
| All | +13,986.6% | +6,529.4% | +7,457.3% | +2,726.3% |
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