+25.2%
MCD vs CP
+27.1%
-1.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +5.9% | +2.8% | +3.2% | +5.3% |
| 30D | +19.6% | +11.3% | +8.3% | +16.7% |
| 3M | +3.3% | +2.9% | +0.4% | +2.5% |
| 6M | +3.5% | +9.8% | -6.3% | +1.1% |
| YTD | -6.1% | +28.5% | -34.6% | -11.9% |
| 1Y | -3.7% | +33.5% | -37.2% | -10.4% |
| 3Y | +13.4% | +31.9% | -18.6% | +3.8% |
| 5Y | +25.2% | +25.5% | -0.3% | +15.4% |
| All | +25.2% | +27.1% | -1.9% | +15.4% |
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