+339.2%
GLW vs MCD
+9.3%
+329.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.5% |
| 7D | +7.7% | -1.6% | +9.4% | +7.2% |
| 30D | -18.8% | +14.1% | -33.0% | -15.7% |
| 3M | -27.7% | +0.6% | -28.3% | -26.8% |
| 6M | -44.4% | 0.0% | -44.5% | -43.6% |
| YTD | +31.3% | -9.3% | +40.6% | +34.2% |
| 1Y | +40.0% | -9.3% | +49.4% | +43.1% |
| 3Y | +339.2% | +8.6% | +330.6% | +357.1% |
| All | +339.2% | +9.3% | +329.9% | +357.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling