+39.9%
KO vs MCD
-8.5%
+48.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.8% | -1.6% | +3.4% | +2.5% |
| 30D | +8.1% | +16.0% | -7.9% | +0.2% |
| 3M | +13.0% | 0.0% | +13.1% | +12.7% |
| 6M | +23.3% | +0.9% | +22.3% | +21.9% |
| YTD | +42.1% | -8.7% | +50.8% | +47.7% |
| 1Y | +39.9% | -8.6% | +48.4% | +45.2% |
| All | +39.9% | -8.5% | +48.4% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling