+195.2%
MCD vs CNC
+173.4%
+21.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.6% | -5.3% | +3.7% | -0.9% |
| 30D | +16.0% | +2.0% | +14.0% | +15.6% |
| 3M | 0.0% | +4.8% | -4.8% | -0.9% |
| 6M | +0.9% | +18.5% | -17.5% | -2.0% |
| YTD | -8.7% | +70.8% | -79.5% | -17.0% |
| 1Y | -8.6% | +94.1% | -102.7% | -18.7% |
| 3Y | +9.9% | -2.2% | +12.1% | +6.2% |
| 5Y | +22.6% | -7.4% | +30.0% | +18.1% |
| All | +195.2% | +173.4% | +21.8% | +155.1% |
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