-32.5%
CBRS vs MCD
-6.7%
-25.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.5% | +11.8% | +8.5% |
| 7D | +17.3% | -2.8% | +20.1% | +13.7% |
| 30D | -2.0% | -6.0% | +4.0% | -7.3% |
| 3M | -2.5% | -5.6% | +3.1% | -10.5% |
| All | -32.5% | -6.7% | -25.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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 · Available span rolling