-3.2%
MCD vs COO
-9.3%
+6.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +7.3% | +4.5% | +2.8% | +6.3% |
| 30D | +20.0% | +16.9% | +3.0% | +16.8% |
| 3M | +3.8% | -16.7% | +20.5% | +7.5% |
| 6M | +3.8% | +5.9% | -2.2% | +2.3% |
| YTD | -5.9% | -22.4% | +16.6% | -3.1% |
| 1Y | -3.2% | -10.1% | +6.9% | -4.0% |
| All | -3.2% | -9.3% | +6.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling