+211.3%
MCD vs CP
+261.0%
-49.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | +5.9% | +2.8% | +3.2% | +5.0% |
| 30D | +19.6% | +11.3% | +8.3% | +15.2% |
| 3M | +3.3% | +2.9% | +0.4% | +2.2% |
| 6M | +3.5% | +9.8% | -6.3% | -0.1% |
| YTD | -6.1% | +28.5% | -34.6% | -14.8% |
| 1Y | -3.7% | +33.5% | -37.2% | -13.8% |
| 3Y | +13.4% | +31.9% | -18.6% | -0.6% |
| 5Y | +25.2% | +25.5% | -0.3% | +9.4% |
| 10Y | +211.3% | +257.6% | -46.3% | +87.6% |
| All | +211.3% | +261.0% | -49.7% | +87.6% |
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