+213.3%
MCD vs COO
+38.3%
+175.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +7.3% | +4.5% | +2.8% | +6.1% |
| 30D | +20.0% | +16.9% | +3.0% | +15.2% |
| 3M | +3.8% | -16.7% | +20.5% | +8.5% |
| 6M | +3.8% | +5.9% | -2.2% | +1.3% |
| YTD | -5.9% | -22.4% | +16.6% | -0.3% |
| 1Y | -3.2% | -10.1% | +6.9% | -1.7% |
| 3Y | +13.3% | -22.8% | +36.1% | +16.2% |
| 5Y | +25.2% | -41.4% | +66.6% | +39.1% |
| 10Y | +213.3% | +41.3% | +172.1% | +184.0% |
| All | +213.3% | +38.3% | +175.0% | +184.0% |
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