+6,475.2%
MCD vs CNP
+1,874.4%
+4,600.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | +7.1% | -4.2% | +11.3% | +7.9% |
| 30D | +19.8% | +5.5% | +14.2% | +18.5% |
| 3M | +0.8% | +0.6% | +0.2% | +0.6% |
| 6M | -1.3% | -2.8% | +1.5% | -0.9% |
| YTD | -7.8% | +7.9% | -15.6% | -9.2% |
| 1Y | -5.0% | +6.7% | -11.6% | -6.2% |
| 3Y | +10.5% | +61.1% | -50.6% | +0.9% |
| 5Y | +22.0% | +73.0% | -51.0% | +9.7% |
| 10Y | +216.7% | +141.9% | +74.8% | +163.2% |
| All | +6,475.2% | +1,874.4% | +4,600.8% | +2,813.9% |
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