+6,434.3%
MCD vs CAH
+16,974.5%
-10,540.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | -1.9% | +5.9% | -7.9% | -3.1% |
| 30D | +16.6% | +16.5% | +0.1% | +13.2% |
| 3M | +0.9% | +15.7% | -14.8% | -2.0% |
| 6M | +1.5% | +52.7% | -51.2% | -6.8% |
| YTD | -8.3% | +36.3% | -44.6% | -14.2% |
| 1Y | -8.1% | +36.7% | -44.9% | -14.1% |
| 3Y | +10.3% | +178.2% | -167.8% | -11.5% |
| 5Y | +23.4% | +515.8% | -492.3% | -16.2% |
| 10Y | +205.9% | +411.8% | -205.9% | +106.0% |
| All | +6,434.3% | +16,974.5% | -10,540.1% | +1,983.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling