+342.1%
GLW vs MCD
+20.4%
+321.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.9% |
| 7D | +3.8% | -2.8% | +6.6% | +4.1% |
| 30D | -1.3% | -6.0% | +4.7% | -0.6% |
| 3M | -21.8% | -5.6% | -16.2% | -21.8% |
| 6M | +6.9% | -21.9% | +28.7% | +13.4% |
| YTD | +77.2% | -14.7% | +91.9% | +82.6% |
| 1Y | +123.2% | -17.3% | +140.5% | +132.0% |
| 3Y | +400.0% | -2.2% | +402.1% | +377.0% |
| All | +342.1% | +20.4% | +321.7% | +269.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling