+13.4%
MCD vs COO
-23.3%
+36.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.4% |
| 7D | +5.9% | +4.3% | +1.7% | +5.3% |
| 30D | +19.6% | +17.6% | +2.1% | +17.2% |
| 3M | +3.3% | -13.9% | +17.1% | +5.0% |
| 6M | +3.5% | +6.6% | -3.1% | +2.5% |
| YTD | -6.1% | -22.0% | +15.9% | -4.0% |
| 1Y | -3.7% | -8.8% | +5.1% | -3.1% |
| 3Y | +13.4% | -21.5% | +34.8% | +13.5% |
| All | +13.4% | -23.3% | +36.7% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling