+181.3%
MCD vs CNC
+90.3%
+91.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.9% | -4.9% | +2.0% | -2.2% |
| 30D | -6.7% | -3.8% | -3.0% | -6.3% |
| 3M | -9.6% | -3.2% | -6.3% | -9.4% |
| 6M | -22.3% | +47.9% | -70.2% | -27.3% |
| YTD | -15.4% | +55.7% | -71.1% | -21.8% |
| 1Y | -16.8% | +106.2% | -123.1% | -26.8% |
| 3Y | -2.4% | -2.1% | -0.3% | -6.1% |
| 5Y | +19.4% | +3.4% | +16.0% | +11.8% |
| 10Y | +181.3% | +91.7% | +89.7% | +148.1% |
| All | +181.3% | +90.3% | +91.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling