+177.9%
KO vs MCD
+181.1%
-3.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -2.5% | +1.4% | +0.1% |
| 30D | +1.6% | -7.0% | +8.6% | +5.0% |
| 3M | +5.8% | -9.8% | +15.5% | +10.8% |
| 6M | +14.3% | -21.8% | +36.0% | +27.7% |
| YTD | +27.3% | -15.6% | +42.9% | +37.3% |
| 1Y | +33.2% | -15.2% | +48.3% | +43.1% |
| 3Y | +64.5% | -2.6% | +67.0% | +64.2% |
| 5Y | +83.1% | +18.9% | +64.2% | +66.1% |
| All | +177.9% | +181.1% | -3.2% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling