+105.9%
CSCO vs MCD
+22.9%
+83.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +6.6% | -1.6% | +8.2% | +7.0% |
| 30D | -11.3% | +16.0% | -27.4% | -14.8% |
| 3M | -17.3% | 0.0% | -17.3% | -17.2% |
| 6M | +3.5% | +0.9% | +2.6% | +3.0% |
| YTD | +34.9% | -8.7% | +43.6% | +38.2% |
| 1Y | +40.5% | -8.6% | +49.0% | +43.7% |
| 3Y | +109.3% | +9.9% | +99.4% | +90.5% |
| 5Y | +105.9% | +22.6% | +83.2% | +71.2% |
| All | +105.9% | +22.9% | +83.0% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling