+211.7%
MCD vs CB
+248.0%
-36.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.2% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | +19.8% | +9.1% | +10.7% | +15.5% |
| 3M | +0.8% | +3.4% | -2.6% | -0.6% |
| 6M | -1.3% | +14.1% | -15.4% | -6.9% |
| YTD | -7.8% | +18.0% | -25.8% | -14.4% |
| 1Y | -5.0% | +30.1% | -35.1% | -15.5% |
| 3Y | +10.5% | +71.8% | -61.2% | -14.0% |
| 5Y | +22.0% | +101.8% | -79.9% | -13.1% |
| All | +211.7% | +248.0% | -36.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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