+25.2%
MCD vs CNH
-9.2%
+34.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.6% | +0.6% |
| 7D | +7.3% | +4.5% | +2.8% | +6.8% |
| 30D | +20.0% | +7.6% | +12.3% | +19.1% |
| 3M | +3.8% | +17.0% | -13.2% | +2.0% |
| 6M | +3.8% | +12.9% | -9.2% | +2.0% |
| YTD | -5.9% | +34.3% | -40.1% | -9.4% |
| 1Y | -3.2% | +28.5% | -31.8% | -6.5% |
| 3Y | +13.3% | +31.9% | -18.6% | +7.2% |
| 5Y | +25.2% | -9.6% | +34.8% | +21.8% |
| All | +25.2% | -9.2% | +34.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling