+193.4%
MCD vs COO
+41.1%
+152.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +14.1% | +14.2% | 0.0% | +10.3% |
| 3M | +0.6% | -18.2% | +18.8% | +5.7% |
| 6M | 0.0% | +5.3% | -5.3% | -2.2% |
| YTD | -9.3% | -23.6% | +14.3% | -3.5% |
| 1Y | -9.3% | -12.7% | +3.4% | -7.1% |
| 3Y | +8.6% | -24.2% | +32.8% | +12.0% |
| 5Y | +21.9% | -40.0% | +61.9% | +34.1% |
| All | +193.4% | +41.1% | +152.3% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling