+6,592.2%
MCD vs MO
+17,125.2%
-10,533.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +5.9% | -1.8% | +7.7% | +6.4% |
| 30D | +19.6% | +5.8% | +13.9% | +18.0% |
| 3M | +3.3% | +12.7% | -9.4% | +0.2% |
| 6M | +3.5% | +14.8% | -11.3% | -0.3% |
| YTD | -6.1% | +37.8% | -44.0% | -13.9% |
| 1Y | -3.7% | +39.5% | -43.1% | -11.9% |
| 3Y | +13.4% | +136.1% | -122.7% | -9.6% |
| 5Y | +25.2% | +148.5% | -123.4% | -2.3% |
| 10Y | +211.3% | +135.5% | +75.7% | +139.1% |
| All | +6,592.2% | +17,125.2% | -10,533.0% | +1,335.2% |
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