+25.2%
MCD vs COO
-41.3%
+66.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +7.3% | +4.5% | +2.8% | +6.5% |
| 30D | +20.0% | +16.9% | +3.0% | +17.0% |
| 3M | +3.8% | -16.7% | +20.5% | +6.7% |
| 6M | +3.8% | +5.9% | -2.2% | +2.4% |
| YTD | -5.9% | -22.4% | +16.6% | -2.6% |
| 1Y | -3.2% | -10.1% | +6.9% | -2.3% |
| 3Y | +13.3% | -22.8% | +36.1% | +15.1% |
| 5Y | +25.2% | -41.4% | +66.6% | +37.9% |
| All | +25.2% | -41.3% | +66.5% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling