-8.1%
MCD vs CNH
+31.1%
-39.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | -1.9% | +6.7% | -8.6% | -2.3% |
| 30D | +16.6% | +7.2% | +9.4% | +16.0% |
| 3M | +0.9% | +17.5% | -16.5% | -0.3% |
| 6M | +1.5% | +15.0% | -13.5% | +0.3% |
| YTD | -8.3% | +36.8% | -45.1% | -12.1% |
| 1Y | -8.1% | +27.6% | -35.8% | -11.2% |
| All | -8.1% | +31.1% | -39.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling