+211.7%
MCD vs COP
+324.3%
-112.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +7.1% | -11.5% | +18.7% | +9.2% |
| 30D | +19.8% | +5.0% | +14.8% | +18.5% |
| 3M | +0.8% | +17.5% | -16.7% | -2.3% |
| 6M | -1.3% | +16.2% | -17.5% | -4.4% |
| YTD | -7.8% | +48.8% | -56.5% | -15.0% |
| 1Y | -5.0% | +64.1% | -69.0% | -14.0% |
| 3Y | +10.5% | +25.7% | -15.1% | +3.4% |
| 5Y | +22.0% | +114.4% | -92.4% | -2.2% |
| All | +211.7% | +324.3% | -112.7% | +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