+22.7%
MCD vs CB
+101.1%
-78.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | +19.8% | +9.1% | +10.7% | +16.1% |
| 3M | +0.8% | +3.4% | -2.6% | -0.4% |
| 6M | -1.3% | +14.1% | -15.4% | -6.1% |
| YTD | -7.8% | +18.0% | -25.8% | -13.4% |
| 1Y | -5.0% | +30.1% | -35.1% | -13.9% |
| 3Y | +10.5% | +71.8% | -61.2% | -10.3% |
| All | +22.7% | +101.1% | -78.4% | -8.0% |
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 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