-3.9%
MCD vs COP
+61.7%
-65.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.7% | +6.3% |
| 7D | +11.9% | -8.1% | +20.0% | +11.5% |
| 30D | +20.2% | +6.7% | +13.6% | +19.8% |
| 3M | +5.2% | +16.9% | -11.7% | +5.1% |
| 6M | 0.0% | +11.2% | -11.2% | -0.2% |
| YTD | -6.5% | +49.5% | -56.0% | -9.8% |
| 1Y | -3.9% | +60.7% | -64.6% | -9.6% |
| All | -3.9% | +61.7% | -65.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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