+324.2%
CSCO vs MCD
+211.9%
+112.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | +7.3% | -12.0% | -7.6% |
| 30D | -17.1% | +20.0% | -37.1% | -23.7% |
| 3M | -19.6% | +3.8% | -23.4% | -21.2% |
| 6M | +2.4% | +3.8% | -1.3% | -0.2% |
| YTD | +29.8% | -5.9% | +35.6% | +31.7% |
| 1Y | +38.7% | -3.2% | +41.9% | +38.5% |
| 3Y | +101.3% | +13.3% | +88.1% | +80.9% |
| 5Y | +94.8% | +25.2% | +69.6% | +64.4% |
| 10Y | +324.2% | +213.3% | +110.9% | +165.8% |
| All | +324.2% | +211.9% | +112.3% | +165.8% |
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