+13.4%
MCD vs CNH
+32.9%
-19.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.1% |
| 7D | +5.9% | +8.6% | -2.6% | +5.4% |
| 30D | +19.6% | +12.6% | +7.1% | +18.7% |
| 3M | +3.3% | +17.5% | -14.2% | +2.0% |
| 6M | +3.5% | +18.1% | -14.6% | +2.0% |
| YTD | -6.1% | +40.4% | -46.5% | -8.8% |
| 1Y | -3.7% | +34.0% | -37.7% | -6.2% |
| 3Y | +13.4% | +35.3% | -21.9% | +11.6% |
| All | +13.4% | +32.9% | -19.6% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling