+1,229.3%
MCD vs CF
+5,948.3%
-4,719.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -2.8% | +6.0% | -8.8% | -3.5% |
| 30D | -6.0% | +14.8% | -20.9% | -7.5% |
| 3M | -5.6% | +14.1% | -19.6% | -7.2% |
| 6M | -21.9% | +28.5% | -50.4% | -24.8% |
| YTD | -14.7% | +74.9% | -89.6% | -21.0% |
| 1Y | -17.3% | +61.7% | -79.0% | -22.8% |
| 3Y | -2.2% | +80.3% | -82.5% | -10.9% |
| 5Y | +20.3% | +226.0% | -205.7% | -1.1% |
| 10Y | +180.7% | +569.9% | -389.2% | +103.2% |
| All | +1,229.3% | +5,948.3% | -4,719.0% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling