-1.5%
MCD vs CAH
+184.7%
-186.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | -6.1% | +1.7% | -7.9% | -6.4% |
| 3M | -7.3% | +17.9% | -25.1% | -9.1% |
| 6M | -20.9% | +10.9% | -31.9% | -22.0% |
| YTD | -14.7% | +17.9% | -32.5% | -16.6% |
| 1Y | -16.1% | +61.7% | -77.8% | -21.8% |
| 3Y | -1.5% | +183.7% | -185.2% | -16.2% |
| All | -1.5% | +184.7% | -186.2% | -16.2% |
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