+65.5%
KO vs MCD
-1.1%
+66.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.4% | -2.0% | +2.4% | +1.3% |
| 30D | +1.5% | -6.1% | +7.6% | +4.3% |
| 3M | +11.8% | -7.3% | +19.1% | +15.3% |
| 6M | +16.2% | -20.9% | +37.2% | +27.9% |
| YTD | +28.1% | -14.7% | +42.7% | +36.6% |
| 1Y | +34.8% | -16.1% | +50.9% | +44.6% |
| 3Y | +65.5% | -1.5% | +67.0% | +63.5% |
| All | +65.5% | -1.1% | +66.6% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling