+32.1%
GLW vs MCD
-3.5%
+35.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.8% | +7.5% | +10.6% |
| 7D | -5.9% | +5.9% | -11.8% | -1.0% |
| 30D | -26.0% | +19.6% | -45.6% | -13.5% |
| 3M | -29.9% | +3.3% | -33.1% | -27.1% |
| 6M | -37.8% | +3.5% | -41.2% | -34.0% |
| YTD | +33.1% | -6.1% | +39.2% | +44.0% |
| All | +32.1% | -3.5% | +35.5% | +43.8% |
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