+22.7%
MCD vs CF
+120.6%
-97.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.1% | -3.2% | +10.3% | +7.2% |
| 30D | +19.8% | +4.3% | +15.4% | +19.6% |
| 3M | +0.8% | +2.8% | -2.0% | +0.7% |
| 6M | -1.3% | +0.6% | -1.9% | -1.4% |
| YTD | -7.8% | +56.6% | -64.4% | -9.9% |
| 1Y | -5.0% | +49.6% | -54.6% | -7.0% |
| 3Y | +10.5% | +61.5% | -50.9% | +7.3% |
| All | +22.7% | +120.6% | -97.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling