+205.9%
MCD vs COO
+40.2%
+165.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | +16.6% | +13.3% | +3.3% | +12.9% |
| 3M | +0.9% | -18.1% | +19.0% | +5.9% |
| 6M | +1.5% | +6.7% | -5.2% | -1.1% |
| YTD | -8.3% | -23.2% | +14.9% | -2.6% |
| 1Y | -8.1% | -12.3% | +4.1% | -6.0% |
| 3Y | +10.3% | -23.6% | +33.9% | +13.4% |
| 5Y | +23.4% | -38.7% | +62.1% | +34.6% |
| 10Y | +205.9% | +42.2% | +163.7% | +179.0% |
| All | +205.9% | +40.2% | +165.8% | +179.0% |
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