+8.6%
MCD vs COP
+34.5%
-25.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -1.6% | +4.4% | -6.1% | -1.6% |
| 30D | +14.1% | 0.0% | +14.2% | +14.1% |
| 3M | +0.6% | +15.0% | -14.4% | +0.5% |
| 6M | 0.0% | +22.0% | -22.0% | -0.2% |
| YTD | -9.3% | +55.3% | -64.6% | -10.3% |
| 1Y | -9.3% | +64.1% | -73.4% | -10.4% |
| 3Y | +8.6% | +34.1% | -25.5% | +6.6% |
| All | +8.6% | +34.5% | -25.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling