+195.2%
MCD vs CNH
+107.0%
+88.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +0.3% |
| 7D | -1.6% | +6.4% | -8.0% | -2.7% |
| 30D | +16.0% | -1.6% | +17.7% | +16.1% |
| 3M | 0.0% | +11.6% | -11.6% | -2.6% |
| 6M | +0.9% | +12.5% | -11.6% | -2.3% |
| YTD | -8.7% | +31.1% | -39.8% | -14.6% |
| 1Y | -8.6% | +17.0% | -25.6% | -12.7% |
| 3Y | +9.9% | +28.7% | -18.9% | +0.1% |
| 5Y | +22.6% | -17.4% | +40.1% | +19.8% |
| All | +195.2% | +107.0% | +88.2% | +128.4% |
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