-1.5%
MCD vs MO
+95.5%
-97.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | -6.1% | -0.3% | -5.9% | -6.1% |
| 3M | -7.3% | -2.9% | -4.3% | -6.9% |
| 6M | -20.9% | +5.8% | -26.7% | -22.6% |
| YTD | -14.7% | +22.0% | -36.7% | -19.9% |
| 1Y | -16.1% | +10.7% | -26.8% | -19.1% |
| 3Y | -1.5% | +94.4% | -95.9% | -21.0% |
| All | -1.5% | +95.5% | -97.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling