-16.8%
MCD vs MO
+10.3%
-27.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | -6.7% | +3.6% | -10.3% | -7.3% |
| 3M | -9.6% | -3.7% | -5.8% | -9.2% |
| 6M | -22.3% | +4.5% | -26.8% | -23.1% |
| YTD | -15.4% | +21.5% | -36.9% | -17.9% |
| 1Y | -16.8% | +9.5% | -26.3% | -18.6% |
| All | -16.8% | +10.3% | -27.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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