+22.6%
MCD vs CP
+27.2%
-4.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +8.0% | +6.1% | +1.9% | +6.6% |
| 30D | +19.6% | +9.8% | +9.9% | +17.1% |
| 3M | +2.2% | +2.7% | -0.6% | +1.5% |
| 6M | -1.1% | +12.8% | -13.9% | -4.1% |
| YTD | -7.2% | +28.2% | -35.4% | -12.9% |
| 1Y | -6.7% | +34.1% | -40.8% | -13.3% |
| 3Y | +11.6% | +28.9% | -17.3% | +2.9% |
| 5Y | +22.6% | +27.1% | -4.4% | +12.1% |
| All | +22.6% | +27.2% | -4.5% | +12.1% |
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