+108.1%
CSCO vs MCD
+10.5%
+97.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.7% |
| 7D | -2.8% | -1.9% | -0.8% | -2.7% |
| 30D | -12.6% | +16.6% | -29.3% | -13.0% |
| 3M | -16.0% | +0.9% | -17.0% | -15.6% |
| 6M | +2.8% | +1.5% | +1.4% | +3.2% |
| YTD | +33.2% | -8.3% | +41.6% | +35.0% |
| 1Y | +43.1% | -8.1% | +51.2% | +44.8% |
| All | +108.1% | +10.5% | +97.6% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling