+19.4%
MCD vs CARR
+9.5%
+9.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | -6.7% | -8.7% | +1.9% | -5.8% |
| 3M | -9.6% | -18.4% | +8.8% | -7.7% |
| 6M | -22.3% | -0.6% | -21.7% | -23.0% |
| YTD | -15.4% | +10.9% | -26.4% | -17.6% |
| 1Y | -16.8% | -7.3% | -9.5% | -17.0% |
| 3Y | -2.4% | +2.9% | -5.3% | -6.3% |
| 5Y | +19.4% | +9.6% | +9.7% | +8.9% |
| All | +19.4% | +9.5% | +9.9% | +8.9% |
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