-16.2%
MCD vs COP
+48.9%
-65.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.8% | +3.0% | -5.8% | -2.8% |
| 30D | -6.0% | +17.5% | -23.5% | -5.8% |
| 3M | -5.6% | +13.4% | -18.9% | -5.5% |
| 6M | -21.9% | +17.7% | -39.6% | -22.0% |
| YTD | -14.7% | +46.6% | -61.3% | -16.2% |
| All | -16.2% | +48.9% | -65.0% | -18.2% |
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 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