-3.2%
MCD vs CB
+30.5%
-33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | +20.0% | +8.2% | +11.8% | +16.1% |
| 3M | +3.8% | +6.3% | -2.5% | +1.1% |
| 6M | +3.8% | +16.2% | -12.4% | -2.6% |
| YTD | -5.9% | +19.3% | -25.2% | -11.9% |
| 1Y | -3.2% | +29.2% | -32.5% | -14.5% |
| All | -3.2% | +30.5% | -33.7% | -14.5% |
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