-8.1%
MCD vs CNC
+102.9%
-111.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | -1.9% | -7.3% | +5.3% | -1.7% |
| 30D | +16.6% | +5.2% | +11.5% | +16.4% |
| 3M | +0.9% | +8.6% | -7.7% | +0.9% |
| 6M | +1.5% | +25.1% | -23.6% | +1.5% |
| YTD | -8.3% | +71.3% | -79.6% | -8.4% |
| 1Y | -8.1% | +99.3% | -107.5% | -9.6% |
| All | -8.1% | +102.9% | -111.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling