+195.2%
MCD vs CP
+259.0%
-63.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +16.0% | +10.3% | +5.7% | +12.1% |
| 3M | 0.0% | +2.3% | -2.3% | -0.9% |
| 6M | +0.9% | +10.7% | -9.8% | -2.9% |
| YTD | -8.7% | +29.3% | -38.0% | -17.4% |
| 1Y | -8.6% | +31.5% | -40.0% | -17.7% |
| 3Y | +9.9% | +36.7% | -26.9% | -5.1% |
| 5Y | +22.6% | +26.8% | -4.1% | +6.8% |
| All | +195.2% | +259.0% | -63.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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