+542.4%
GLW vs MCD
+219.3%
+323.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.8% | +7.5% | +8.5% |
| 7D | -5.9% | +5.9% | -11.8% | -8.5% |
| 30D | -26.0% | +19.6% | -45.6% | -32.1% |
| 3M | -29.9% | +3.3% | -33.1% | -31.4% |
| 6M | -37.8% | +3.5% | -41.2% | -40.2% |
| YTD | +33.1% | -6.1% | +39.2% | +34.7% |
| 1Y | +36.8% | -3.7% | +40.5% | +35.9% |
| 3Y | +356.1% | +13.4% | +342.7% | +295.9% |
| 5Y | +243.8% | +25.2% | +218.6% | +176.3% |
| 10Y | +542.4% | +211.3% | +331.1% | +237.3% |
| All | +542.4% | +219.3% | +323.1% | +237.3% |
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