+5,979.9%
MCD vs CNP
+1,826.3%
+4,153.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -6.0% | -1.8% | -4.2% | -5.7% |
| 3M | -5.6% | -4.6% | -0.9% | -4.8% |
| 6M | -21.9% | -8.8% | -13.0% | -20.6% |
| YTD | -14.7% | +5.2% | -19.9% | -15.6% |
| 1Y | -17.3% | +8.3% | -25.6% | -18.6% |
| 3Y | -2.2% | +54.9% | -57.0% | -10.0% |
| 5Y | +20.3% | +73.5% | -53.2% | +8.1% |
| 10Y | +180.7% | +139.1% | +41.6% | +134.0% |
| All | +5,979.9% | +1,826.3% | +4,153.6% | +2,608.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling