+88.1%
CSCO vs MCD
+21.9%
+66.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -10.2% | +7.1% | -17.3% | -11.8% |
| 30D | -20.1% | +19.8% | -39.8% | -23.8% |
| 3M | -22.4% | +0.8% | -23.2% | -22.4% |
| 6M | +2.8% | -1.3% | +4.1% | +3.2% |
| YTD | +23.6% | -7.8% | +31.4% | +26.4% |
| 1Y | +34.0% | -5.0% | +39.0% | +35.1% |
| 3Y | +89.3% | +10.5% | +78.7% | +72.4% |
| All | +88.1% | +21.9% | +66.1% | +58.0% |
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