-9.3%
MCD vs CB
+28.5%
-37.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -1.6% | +2.9% | -4.6% | -3.0% |
| 30D | +14.1% | +7.3% | +6.8% | +10.7% |
| 3M | +0.6% | +9.4% | -8.8% | -3.2% |
| 6M | 0.0% | +19.6% | -19.6% | -7.0% |
| YTD | -9.3% | +21.5% | -30.8% | -15.6% |
| 1Y | -9.3% | +28.0% | -37.3% | -17.2% |
| All | -9.3% | +28.5% | -37.8% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling