+211.3%
MCD vs COP
+319.0%
-107.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +5.9% | -8.4% | +14.4% | +7.4% |
| 30D | +19.6% | +0.3% | +19.4% | +19.3% |
| 3M | +3.3% | +15.1% | -11.8% | +0.4% |
| 6M | +3.5% | +19.8% | -16.3% | -0.3% |
| YTD | -6.1% | +46.8% | -52.9% | -13.3% |
| 1Y | -3.7% | +59.7% | -63.4% | -12.5% |
| 3Y | +13.4% | +28.7% | -15.3% | +5.5% |
| 5Y | +25.2% | +110.7% | -85.5% | +0.7% |
| 10Y | +211.3% | +298.3% | -87.0% | +90.6% |
| All | +211.3% | +319.0% | -107.8% | +90.6% |
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 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