+13.4%
MCD vs CAH
+180.2%
-166.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.6% |
| 7D | +5.9% | +7.8% | -1.9% | +4.8% |
| 30D | +19.6% | +15.5% | +4.2% | +17.2% |
| 3M | +3.3% | +16.3% | -13.0% | +1.0% |
| 6M | +3.5% | +50.0% | -46.5% | -1.7% |
| YTD | -6.1% | +34.7% | -40.8% | -10.0% |
| 1Y | -3.7% | +35.9% | -39.6% | -7.8% |
| 3Y | +13.4% | +178.5% | -165.1% | -3.9% |
| All | +13.4% | +180.2% | -166.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling