-1.5%
MCD vs CPAY
+49.5%
-51.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -6.1% | +3.6% | -9.7% | -6.4% |
| 3M | -7.3% | +16.6% | -23.9% | -8.2% |
| 6M | -20.9% | +29.5% | -50.4% | -22.3% |
| YTD | -14.7% | +35.3% | -49.9% | -16.7% |
| 1Y | -16.1% | +30.6% | -46.8% | -17.9% |
| 3Y | -1.5% | +49.7% | -51.2% | -6.9% |
| All | -1.5% | +49.5% | -51.0% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling