-68.9%
CBRS vs MCD
+2.7%
-71.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.0% | +9.5% |
| 7D | +0.4% | +5.9% | -5.6% | +6.5% |
| 30D | -41.1% | +19.6% | -60.7% | -29.4% |
| 3M | -57.4% | +3.3% | -60.6% | -55.8% |
| All | -68.9% | +2.7% | -71.6% | -68.4% |
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