+1,786.3%
MCD vs CNC
+5,537.6%
-3,751.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.8% | +3.5% | -6.4% | -3.2% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | -5.6% | +6.9% | -12.5% | -6.5% |
| 6M | -21.9% | +49.0% | -70.9% | -25.9% |
| YTD | -14.7% | +62.9% | -77.6% | -20.1% |
| 1Y | -17.3% | +134.0% | -151.3% | -26.0% |
| 3Y | -2.2% | +9.4% | -11.6% | -6.7% |
| 5Y | +20.3% | +4.1% | +16.1% | +14.6% |
| 10Y | +180.7% | +95.4% | +85.3% | +145.1% |
| All | +1,786.3% | +5,537.6% | -3,751.2% | +1,182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling