-3.2%
MCD vs MO
+40.9%
-44.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +7.3% | -0.8% | +8.1% | +7.5% |
| 30D | +20.0% | +6.5% | +13.5% | +18.3% |
| 3M | +3.8% | +18.3% | -14.5% | +0.3% |
| 6M | +3.8% | +15.6% | -11.8% | +0.4% |
| YTD | -5.9% | +38.8% | -44.7% | -11.4% |
| 1Y | -3.2% | +41.6% | -44.9% | -9.9% |
| All | -3.2% | +40.9% | -44.1% | -9.9% |
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