+6,609.6%
MCD vs MO
+17,245.7%
-10,636.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 3M | +3.8% | +18.3% | -14.5% | -0.5% |
| 6M | +3.8% | +15.6% | -11.8% | -0.2% |
| YTD | -5.9% | +38.8% | -44.7% | -13.8% |
| 1Y | -3.2% | +41.6% | -44.9% | -11.8% |
| 3Y | +13.3% | +138.2% | -125.0% | -9.9% |
| 5Y | +25.2% | +150.5% | -125.2% | -2.4% |
| 10Y | +213.3% | +146.1% | +67.3% | +138.2% |
| All | +6,609.6% | +17,245.7% | -10,636.1% | +1,336.4% |
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