-9.7%
MCD vs CAI
-11.0%
+1.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -2.9% | -3.1% | +0.2% | -2.8% |
| 30D | -6.7% | +2.7% | -9.4% | -6.8% |
| 3M | -9.6% | +41.7% | -51.2% | -10.4% |
| 6M | -22.3% | +26.5% | -48.8% | -22.8% |
| YTD | -15.4% | -10.9% | -4.5% | -15.3% |
| 1Y | -16.8% | -29.2% | +12.4% | -16.3% |
| All | -9.7% | -11.0% | +1.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling