+228.7%
KO vs MCD
+200.8%
+27.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.7% | -1.6% | +5.4% | +4.5% |
| 30D | +8.1% | +14.1% | -6.0% | +1.6% |
| 3M | +14.2% | +0.6% | +13.6% | +13.6% |
| 6M | +25.2% | 0.0% | +25.2% | +24.7% |
| YTD | +44.7% | -9.3% | +54.0% | +50.6% |
| 1Y | +43.4% | -9.3% | +52.7% | +49.1% |
| 3Y | +90.1% | +8.6% | +81.4% | +80.0% |
| 5Y | +103.0% | +21.9% | +81.1% | +81.4% |
| All | +228.7% | +200.8% | +27.9% | +133.1% |
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 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