+20.4%
MCD vs CNC
+1.4%
+19.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -6.1% | -1.8% | -4.3% | -6.0% |
| 3M | -7.3% | -0.7% | -6.6% | -7.3% |
| 6M | -20.9% | +47.9% | -68.9% | -23.9% |
| YTD | -14.7% | +56.9% | -71.6% | -18.5% |
| 1Y | -16.1% | +123.9% | -140.0% | -23.2% |
| 3Y | -1.5% | -1.3% | -0.2% | -3.0% |
| 5Y | +20.4% | +2.8% | +17.7% | +21.1% |
| All | +20.4% | +1.4% | +19.0% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling