+205.9%
MCD vs CNP
+142.1%
+63.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +16.6% | +5.0% | +11.6% | +14.3% |
| 3M | +0.9% | +2.7% | -1.7% | -0.3% |
| 6M | +1.5% | -1.9% | +3.4% | +1.8% |
| YTD | -8.3% | +8.8% | -17.1% | -11.7% |
| 1Y | -8.1% | +5.6% | -13.8% | -10.5% |
| 3Y | +10.3% | +63.2% | -52.9% | -10.0% |
| 5Y | +23.4% | +73.8% | -50.3% | -2.9% |
| 10Y | +205.9% | +144.0% | +61.9% | +86.5% |
| All | +205.9% | +142.1% | +63.8% | +86.5% |
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