+177.3%
MCD vs CB
+218.6%
-41.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -6.0% | -3.1% | -2.9% | -4.8% |
| 3M | -5.6% | +9.0% | -14.5% | -9.1% |
| 6M | -21.9% | +2.9% | -24.7% | -23.0% |
| YTD | -14.7% | +10.1% | -24.8% | -18.5% |
| 1Y | -17.3% | +22.8% | -40.1% | -24.7% |
| 3Y | -2.2% | +73.8% | -76.0% | -24.4% |
| 5Y | +20.3% | +99.2% | -78.9% | -14.0% |
| All | +177.3% | +218.6% | -41.3% | +58.6% |
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