+5,979.9%
MCD vs MO
+15,304.6%
-9,324.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | +0.3% | -3.2% | -2.9% |
| 30D | -6.0% | +0.6% | -6.7% | -6.2% |
| 3M | -5.6% | -1.0% | -4.6% | -5.6% |
| 6M | -21.9% | +4.3% | -26.2% | -23.0% |
| YTD | -14.7% | +23.3% | -38.0% | -19.5% |
| 1Y | -17.3% | +10.5% | -27.7% | -19.9% |
| 3Y | -2.2% | +96.3% | -98.4% | -18.4% |
| 5Y | +20.3% | +98.9% | -78.6% | -0.9% |
| 10Y | +180.7% | +103.6% | +77.1% | +123.5% |
| All | +5,979.9% | +15,304.6% | -9,324.7% | +1,241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling