+22.7%
MCD vs CP
+24.4%
-1.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | +7.1% | +2.8% | +4.4% | +6.5% |
| 30D | +19.8% | +10.2% | +9.6% | +17.1% |
| 3M | +0.8% | +2.4% | -1.5% | +0.2% |
| 6M | -1.3% | +7.7% | -9.0% | -3.2% |
| YTD | -7.8% | +26.0% | -33.7% | -13.0% |
| 1Y | -5.0% | +34.6% | -39.6% | -11.8% |
| 3Y | +10.5% | +26.7% | -16.1% | +2.4% |
| All | +22.7% | +24.4% | -1.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling