+21.8%
GLW vs MCD
-6.8%
+28.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.2% |
| 7D | -13.9% | +7.1% | -21.1% | -8.4% |
| 30D | -35.0% | +19.8% | -54.8% | -23.6% |
| 3M | -32.4% | +0.8% | -33.2% | -31.0% |
| 6M | -41.3% | -1.3% | -40.0% | -38.4% |
| YTD | +21.8% | -7.8% | +29.6% | +30.1% |
| 1Y | +21.8% | -5.0% | +26.8% | +31.1% |
| All | +21.8% | -6.8% | +28.6% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling