+181.3%
MCD vs CAH
+295.7%
-114.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | -2.2% | -0.6% | -2.4% |
| 30D | -6.7% | +1.2% | -7.9% | -7.0% |
| 3M | -9.6% | +13.1% | -22.7% | -11.8% |
| 6M | -22.3% | +8.5% | -30.8% | -23.7% |
| YTD | -15.4% | +17.6% | -33.1% | -18.5% |
| 1Y | -16.8% | +60.7% | -77.5% | -25.2% |
| 3Y | -2.4% | +183.2% | -185.6% | -23.0% |
| 5Y | +19.4% | +402.2% | -382.8% | -17.5% |
| 10Y | +181.3% | +302.3% | -121.0% | +85.7% |
| All | +181.3% | +295.7% | -114.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CAH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling