+20.8%
MCD vs CARR
+4.0%
+16.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | +3.5% | -5.1% | -2.0% |
| 30D | +14.1% | +0.4% | +13.8% | +14.0% |
| 3M | +0.6% | -14.1% | +14.7% | +2.3% |
| 6M | 0.0% | -16.7% | +16.7% | +1.6% |
| YTD | -9.3% | +4.2% | -13.5% | -11.0% |
| 1Y | -9.3% | -0.2% | -9.1% | -10.6% |
| 3Y | +8.6% | +10.9% | -2.3% | +1.8% |
| All | +20.8% | +4.0% | +16.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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