+23.4%
MCD vs COP
+123.2%
-99.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +16.6% | +0.2% | +16.4% | +16.5% |
| 3M | +0.9% | +10.2% | -9.3% | +0.3% |
| 6M | +1.5% | +20.1% | -18.6% | +0.3% |
| YTD | -8.3% | +50.5% | -58.8% | -10.8% |
| 1Y | -8.1% | +56.8% | -64.9% | -10.9% |
| 3Y | +10.3% | +30.3% | -20.0% | +7.6% |
| 5Y | +23.4% | +126.8% | -103.4% | +9.0% |
| All | +23.4% | +123.2% | -99.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling