+767.2%
GLW vs MCD
+177.7%
+589.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | +3.8% | -2.8% | +6.6% | +5.1% |
| 30D | -1.3% | -6.0% | +4.7% | +1.4% |
| 3M | -21.8% | -5.6% | -16.2% | -21.1% |
| 6M | +6.9% | -21.9% | +28.7% | +19.6% |
| YTD | +77.2% | -14.7% | +91.9% | +88.3% |
| 1Y | +123.2% | -17.3% | +140.5% | +139.9% |
| 3Y | +400.0% | -2.2% | +402.1% | +372.1% |
| 5Y | +342.8% | +20.3% | +322.5% | +259.8% |
| All | +767.2% | +177.7% | +589.5% | +382.1% |
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 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