+4,235.9%
KO vs MCD
+6,068.3%
-1,832.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -1.8% | -2.8% | +1.1% | -0.8% |
| 30D | +1.4% | -6.0% | +7.4% | +3.6% |
| 3M | +15.4% | -5.6% | +21.0% | +17.7% |
| 6M | +14.3% | -21.9% | +36.1% | +24.5% |
| YTD | +27.7% | -14.7% | +42.4% | +34.8% |
| 1Y | +32.7% | -17.3% | +50.0% | +41.5% |
| 3Y | +62.2% | -2.2% | +64.4% | +62.1% |
| 5Y | +80.0% | +20.3% | +59.7% | +67.3% |
| 10Y | +175.6% | +180.7% | -5.1% | +90.5% |
| All | +4,235.9% | +6,068.3% | -1,832.4% | +712.4% |
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