+6,511.4%
MCD vs COP
+4,578.7%
+1,932.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +8.0% | -9.7% | +17.7% | +9.9% |
| 30D | +19.6% | +4.7% | +14.9% | +18.4% |
| 3M | +2.2% | +18.5% | -16.3% | -1.2% |
| 6M | -1.1% | +11.4% | -12.5% | -3.7% |
| YTD | -7.2% | +47.9% | -55.1% | -14.6% |
| 1Y | -6.7% | +59.3% | -66.0% | -15.3% |
| 3Y | +11.6% | +23.6% | -12.0% | +4.4% |
| 5Y | +22.6% | +113.1% | -90.4% | +0.2% |
| 10Y | +218.4% | +329.1% | -110.7% | +109.2% |
| All | +6,511.4% | +4,578.7% | +1,932.7% | +2,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling