+22.6%
MCD vs CB
+107.2%
-84.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +8.0% | +2.6% | +5.4% | +7.0% |
| 30D | +19.6% | +11.2% | +8.4% | +15.1% |
| 3M | +2.2% | +5.7% | -3.5% | +0.1% |
| 6M | -1.1% | +15.9% | -17.1% | -6.5% |
| YTD | -7.2% | +20.2% | -27.4% | -13.5% |
| 1Y | -6.7% | +32.4% | -39.1% | -16.0% |
| 3Y | +11.6% | +75.5% | -63.9% | -10.2% |
| 5Y | +22.6% | +105.5% | -82.8% | -8.4% |
| All | +22.6% | +107.2% | -84.5% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling