+211.3%
MCD vs CNH
+134.0%
+77.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | 0.0% |
| 7D | +5.9% | +8.6% | -2.6% | +4.4% |
| 30D | +19.6% | +12.6% | +7.1% | +17.1% |
| 3M | +3.3% | +17.5% | -14.2% | -0.2% |
| 6M | +3.5% | +18.1% | -14.6% | -0.6% |
| YTD | -6.1% | +40.4% | -46.5% | -13.1% |
| 1Y | -3.7% | +34.0% | -37.7% | -10.1% |
| 3Y | +13.4% | +35.3% | -21.9% | +2.6% |
| 5Y | +25.2% | -5.1% | +30.3% | +18.8% |
| 10Y | +211.3% | +124.0% | +87.2% | +141.2% |
| All | +211.3% | +134.0% | +77.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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