+22.7%
MCD vs CNH
-14.7%
+37.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.8% |
| 7D | +7.1% | -1.7% | +8.8% | +7.3% |
| 30D | +19.8% | -7.2% | +27.0% | +20.5% |
| 3M | +0.8% | +6.5% | -5.7% | -0.1% |
| 6M | -1.3% | +7.9% | -9.2% | -2.6% |
| YTD | -7.8% | +26.6% | -34.3% | -10.7% |
| 1Y | -5.0% | +13.8% | -18.7% | -7.1% |
| 3Y | +10.5% | +9.2% | +1.4% | +6.9% |
| All | +22.7% | -14.7% | +37.4% | +20.1% |
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