+195.2%
MCD vs CPAY
+215.6%
-20.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | +16.0% | +14.3% | +1.8% | +12.8% |
| 3M | 0.0% | +11.3% | -11.4% | -2.4% |
| 6M | +0.9% | +34.8% | -33.8% | -5.5% |
| YTD | -8.7% | +51.5% | -60.2% | -17.6% |
| 1Y | -8.6% | +59.0% | -67.6% | -18.4% |
| 3Y | +9.9% | +97.2% | -87.4% | -10.4% |
| 5Y | +22.6% | +88.8% | -66.2% | -1.0% |
| All | +195.2% | +215.6% | -20.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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