+1.5%
MCD vs CPAY
+33.8%
-32.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -1.9% | +10.4% | -12.3% | -4.9% |
| 30D | +16.6% | +16.2% | +0.4% | +11.2% |
| 3M | +0.9% | +13.7% | -12.8% | -3.2% |
| 6M | +1.5% | +35.2% | -33.8% | -7.6% |
| All | +1.5% | +33.8% | -32.4% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling