+11.2%
MCD vs CF
+56.6%
-45.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -0.8% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +19.6% | +2.2% | +17.4% | +19.6% |
| 3M | +2.2% | +2.1% | +0.1% | +2.2% |
| 6M | -1.1% | -6.5% | +5.4% | -1.1% |
| YTD | -7.2% | +55.6% | -62.8% | -10.0% |
| 1Y | -6.7% | +42.3% | -49.0% | -9.0% |
| All | +11.2% | +56.6% | -45.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling