+34.6%
CSCO vs MCD
-6.8%
+41.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -2.1% |
| 7D | -10.2% | +7.1% | -17.3% | -8.3% |
| 30D | -20.1% | +19.8% | -39.8% | -15.7% |
| 3M | -22.1% | +0.8% | -22.9% | -21.2% |
| 6M | +3.2% | -1.3% | +4.5% | +4.4% |
| YTD | +24.1% | -7.8% | +31.8% | +22.6% |
| 1Y | +34.6% | -5.0% | +39.5% | +32.8% |
| All | +34.6% | -6.8% | +41.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling