+5,979.9%
MCD vs CAH
+15,076.3%
-9,096.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | +5.4% | -8.2% | -3.8% |
| 30D | -6.0% | +3.3% | -9.3% | -6.7% |
| 3M | -5.6% | +22.8% | -28.4% | -9.4% |
| 6M | -21.9% | +11.3% | -33.1% | -23.7% |
| YTD | -14.7% | +21.1% | -35.8% | -18.3% |
| 1Y | -17.3% | +67.2% | -84.5% | -26.0% |
| 3Y | -2.2% | +195.6% | -197.8% | -22.6% |
| 5Y | +20.3% | +413.8% | -393.6% | -15.4% |
| 10Y | +180.7% | +309.6% | -128.9% | +97.0% |
| All | +5,979.9% | +15,076.3% | -9,096.4% | +1,884.8% |
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