+562.0%
GLW vs MCD
+204.7%
+357.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.6% | +10.0% | +8.6% |
| 7D | +1.4% | -1.9% | +3.4% | +2.3% |
| 30D | -18.2% | +16.6% | -34.8% | -24.2% |
| 3M | -24.2% | +0.9% | -25.1% | -25.1% |
| 6M | -41.7% | +1.5% | -43.2% | -43.6% |
| YTD | +38.3% | -8.3% | +46.6% | +41.2% |
| 1Y | +38.2% | -8.1% | +46.3% | +40.5% |
| 3Y | +363.4% | +10.3% | +353.1% | +306.9% |
| 5Y | +254.6% | +23.4% | +231.1% | +185.7% |
| 10Y | +562.0% | +205.9% | +356.0% | +250.0% |
| All | +562.0% | +204.7% | +357.2% | +250.0% |
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 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