-17.3%
MCD vs CF
+62.4%
-79.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.6% |
| 7D | -2.8% | +6.0% | -8.8% | -2.6% |
| 30D | -6.0% | +14.8% | -20.9% | -5.5% |
| 3M | -5.6% | +14.1% | -19.6% | -5.0% |
| 6M | -21.9% | +28.5% | -50.4% | -21.4% |
| YTD | -14.7% | +74.9% | -89.6% | -16.3% |
| 1Y | -17.3% | +61.7% | -79.0% | -18.5% |
| All | -17.3% | +62.4% | -79.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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