+6,511.4%
MCD vs CNP
+1,840.9%
+4,670.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | +8.0% | -5.3% | +13.3% | +9.0% |
| 30D | +19.6% | +3.7% | +16.0% | +18.8% |
| 3M | +2.2% | -1.1% | +3.3% | +2.3% |
| 6M | -1.1% | -7.1% | +6.0% | 0.0% |
| YTD | -7.2% | +6.0% | -13.3% | -8.4% |
| 1Y | -6.7% | +5.2% | -11.9% | -7.7% |
| 3Y | +11.6% | +57.5% | -45.9% | +2.3% |
| 5Y | +22.6% | +70.0% | -47.4% | +10.6% |
| 10Y | +218.4% | +137.8% | +80.6% | +165.4% |
| All | +6,511.4% | +1,840.9% | +4,670.4% | +2,839.1% |
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