+4,815.5%
KO vs MCD
+6,461.1%
-1,645.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.7% | -1.6% | +5.4% | +4.3% |
| 30D | +8.1% | +14.1% | -6.0% | +3.1% |
| 3M | +14.2% | +0.6% | +13.6% | +13.8% |
| 6M | +25.2% | 0.0% | +25.2% | +24.9% |
| YTD | +44.7% | -9.3% | +54.0% | +49.3% |
| 1Y | +43.4% | -9.3% | +52.7% | +47.9% |
| 3Y | +90.1% | +8.6% | +81.4% | +82.9% |
| 5Y | +103.0% | +21.9% | +81.1% | +87.4% |
| 10Y | +229.8% | +202.8% | +27.0% | +121.7% |
| All | +4,815.5% | +6,461.1% | -1,645.6% | +799.7% |
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