+5,979.9%
MCD vs COO
+5,988.7%
-8.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -6.0% | -7.0% | +1.0% | -5.7% |
| 3M | -5.6% | +12.2% | -17.8% | -6.1% |
| 6M | -21.9% | -15.1% | -6.7% | -21.3% |
| YTD | -14.7% | -15.1% | +0.4% | -14.1% |
| 1Y | -17.3% | +2.3% | -19.6% | -17.5% |
| 3Y | -2.2% | -23.7% | +21.5% | -1.4% |
| 5Y | +20.3% | -38.9% | +59.2% | +22.1% |
| 10Y | +180.7% | +49.9% | +130.8% | +175.3% |
| All | +5,979.9% | +5,988.7% | -8.8% | +5,673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling