+6,475.2%
MCD vs COO
+5,356.1%
+1,119.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | +7.1% | +4.7% | +2.4% | +6.9% |
| 30D | +19.8% | +13.9% | +5.9% | +19.0% |
| 3M | +0.8% | -14.9% | +15.8% | +1.5% |
| 6M | -1.3% | +2.0% | -3.3% | -1.5% |
| YTD | -7.8% | -23.9% | +16.2% | -6.7% |
| 1Y | -5.0% | -9.6% | +4.7% | -4.6% |
| 3Y | +10.5% | -25.4% | +36.0% | +11.5% |
| 5Y | +22.0% | -41.2% | +63.2% | +24.0% |
| 10Y | +216.7% | +42.1% | +174.6% | +211.5% |
| All | +6,475.2% | +5,356.1% | +1,119.1% | +6,172.3% |
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