+21.6%
MCD vs COP
+186.8%
-165.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.8% | +3.0% | -5.8% | -3.0% |
| 30D | -6.0% | +17.5% | -23.5% | -6.8% |
| 3M | -5.6% | +13.4% | -18.9% | -6.3% |
| 6M | -21.9% | +17.7% | -39.6% | -22.7% |
| YTD | -14.7% | +46.6% | -61.3% | -16.8% |
| 1Y | -17.3% | +44.6% | -61.9% | -19.3% |
| 3Y | -2.2% | +20.7% | -22.8% | -4.0% |
| All | +21.6% | +186.8% | -165.2% | +5.6% |
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 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