+6,592.2%
MCD vs CAH
+16,780.0%
-10,187.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.6% |
| 7D | +5.9% | +7.8% | -1.9% | +4.4% |
| 30D | +19.6% | +15.5% | +4.2% | +16.3% |
| 3M | +3.3% | +16.3% | -13.0% | +0.2% |
| 6M | +3.5% | +50.0% | -46.5% | -4.6% |
| YTD | -6.1% | +34.7% | -40.8% | -11.9% |
| 1Y | -3.7% | +35.9% | -39.6% | -9.8% |
| 3Y | +13.4% | +178.5% | -165.1% | -9.1% |
| 5Y | +25.2% | +515.7% | -490.5% | -15.0% |
| 10Y | +211.3% | +421.5% | -210.2% | +108.8% |
| All | +6,592.2% | +16,780.0% | -10,187.8% | +2,038.8% |
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