+211.3%
MCD vs CNP
+142.6%
+68.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +5.9% | -4.3% | +10.3% | +7.6% |
| 30D | +19.6% | +5.7% | +13.9% | +17.0% |
| 3M | +3.3% | +0.9% | +2.3% | +2.7% |
| 6M | +3.5% | -1.1% | +4.5% | +3.5% |
| YTD | -6.1% | +8.3% | -14.4% | -9.4% |
| 1Y | -3.7% | +5.9% | -9.6% | -6.2% |
| 3Y | +13.4% | +64.6% | -51.3% | -7.9% |
| 5Y | +25.2% | +74.6% | -49.4% | -1.7% |
| 10Y | +211.3% | +139.8% | +71.4% | +90.4% |
| All | +211.3% | +142.6% | +68.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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