+27.7%
GLW vs MCD
-3.2%
+30.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.1% |
| 7D | -11.1% | +7.3% | -18.4% | -5.6% |
| 30D | -28.4% | +20.0% | -48.4% | -16.2% |
| 3M | -28.8% | +3.8% | -32.6% | -25.7% |
| 6M | -39.8% | +3.8% | -43.6% | -36.0% |
| YTD | +28.7% | -5.9% | +34.6% | +39.5% |
| 1Y | +27.7% | -3.2% | +31.0% | +39.4% |
| All | +27.7% | -3.2% | +30.9% | +39.4% |
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