+362.3%
CSCO vs MCD
+177.3%
+185.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.2% |
| 7D | -0.7% | -2.8% | +2.2% | +0.6% |
| 30D | -10.1% | -6.0% | -4.1% | -7.6% |
| 3M | -15.7% | -5.6% | -10.1% | -14.1% |
| 6M | +36.3% | -21.9% | +58.1% | +51.9% |
| YTD | +43.8% | -14.7% | +58.5% | +53.0% |
| 1Y | +63.9% | -17.3% | +81.2% | +76.5% |
| 3Y | +104.4% | -2.2% | +106.5% | +97.6% |
| 5Y | +111.4% | +20.3% | +91.1% | +81.0% |
| All | +362.3% | +177.3% | +185.0% | +196.9% |
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