-3.2%
MCD vs CAH
+39.1%
-42.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | +7.3% | +9.4% | -2.2% | +5.6% |
| 30D | +20.0% | +16.5% | +3.4% | +17.1% |
| 3M | +3.8% | +17.0% | -13.2% | +1.2% |
| 6M | +3.8% | +51.4% | -47.6% | -0.2% |
| YTD | -5.9% | +36.0% | -41.8% | -9.4% |
| 1Y | -3.2% | +36.0% | -39.2% | -6.7% |
| All | -3.2% | +39.1% | -42.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling