+493.9%
GLW vs MCD
+213.9%
+279.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | -13.9% | +7.1% | -21.1% | -16.8% |
| 30D | -35.0% | +19.8% | -54.8% | -40.5% |
| 3M | -32.4% | +0.8% | -33.2% | -33.1% |
| 6M | -41.3% | -1.3% | -40.0% | -42.3% |
| YTD | +21.8% | -7.8% | +29.6% | +24.1% |
| 1Y | +21.8% | -5.0% | +26.8% | +21.6% |
| 3Y | +307.7% | +10.5% | +297.1% | +258.3% |
| 5Y | +213.7% | +22.0% | +191.7% | +155.4% |
| All | +493.9% | +213.9% | +279.9% | +212.7% |
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