+21.6%
MCD vs CAH
+414.2%
-392.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | +5.4% | -8.2% | -3.7% |
| 30D | -6.0% | +3.3% | -9.3% | -6.6% |
| 3M | -5.6% | +22.8% | -28.4% | -9.0% |
| 6M | -21.9% | +11.3% | -33.1% | -23.5% |
| YTD | -14.7% | +21.1% | -35.8% | -18.0% |
| 1Y | -17.3% | +67.2% | -84.5% | -25.7% |
| 3Y | -2.2% | +195.6% | -197.8% | -24.2% |
| All | +21.6% | +414.2% | -392.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling