+4,725.8%
KO vs MCD
+6,501.1%
-1,775.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.8% | -1.6% | +3.4% | +2.3% |
| 30D | +8.1% | +16.0% | -7.9% | +2.5% |
| 3M | +13.0% | 0.0% | +13.1% | +12.9% |
| 6M | +23.3% | +0.9% | +22.3% | +22.6% |
| YTD | +42.1% | -8.7% | +50.8% | +46.3% |
| 1Y | +39.9% | -8.6% | +48.4% | +43.9% |
| 3Y | +87.3% | +9.9% | +77.4% | +79.5% |
| 5Y | +99.3% | +22.6% | +76.6% | +83.6% |
| 10Y | +223.8% | +204.6% | +19.2% | +117.2% |
| All | +4,725.8% | +6,501.1% | -1,775.3% | +781.4% |
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