+213.3%
MCD vs COP
+302.1%
-88.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +7.3% | -6.1% | +13.4% | +8.3% |
| 30D | +20.0% | +1.1% | +18.8% | +19.5% |
| 3M | +3.8% | +10.9% | -7.1% | +1.6% |
| 6M | +3.8% | +20.8% | -17.0% | -0.2% |
| YTD | -5.9% | +48.0% | -53.9% | -13.2% |
| 1Y | -3.2% | +58.5% | -61.8% | -11.9% |
| 3Y | +13.3% | +28.1% | -14.8% | +5.5% |
| 5Y | +25.2% | +120.5% | -95.2% | -0.3% |
| 10Y | +213.3% | +310.1% | -96.8% | +92.2% |
| All | +213.3% | +302.1% | -88.8% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling