+3,012.0%
GLW vs MCD
+6,607.5%
-3,595.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.8% | -12.1% | -12.6% |
| 7D | -19.7% | +8.0% | -27.8% | -22.4% |
| 30D | -38.8% | +19.6% | -58.4% | -43.4% |
| 3M | -33.9% | +2.2% | -36.1% | -35.0% |
| 6M | -36.0% | -1.1% | -34.8% | -37.1% |
| YTD | +18.7% | -7.2% | +26.0% | +19.7% |
| 1Y | +19.8% | -6.7% | +26.5% | +20.1% |
| 3Y | +294.3% | +11.6% | +282.7% | +259.3% |
| 5Y | +205.7% | +22.6% | +183.1% | +166.7% |
| 10Y | +493.8% | +218.4% | +275.3% | +250.6% |
| All | +3,012.0% | +6,607.5% | -3,595.5% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling