+19.4%
MCD vs CPAY
+54.3%
-35.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | -2.5% | -0.4% | -2.6% |
| 30D | -6.7% | +1.3% | -8.0% | -6.9% |
| 3M | -9.6% | +13.5% | -23.0% | -11.0% |
| 6M | -22.3% | +24.7% | -47.0% | -24.5% |
| YTD | -15.4% | +34.9% | -50.4% | -19.0% |
| 1Y | -16.8% | +29.7% | -46.5% | -19.9% |
| 3Y | -2.4% | +49.4% | -51.8% | -10.3% |
| 5Y | +19.4% | +53.5% | -34.1% | +3.4% |
| All | +19.4% | +54.3% | -35.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling