+0.9%
MCD vs CPAY
+34.1%
-33.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -1.6% | +2.0% | -3.6% | -2.2% |
| 30D | +16.0% | +14.3% | +1.8% | +11.2% |
| 3M | 0.0% | +11.3% | -11.4% | -3.5% |
| 6M | +0.9% | +34.8% | -33.8% | -7.8% |
| All | +0.9% | +34.1% | -33.2% | -7.8% |
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 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