+440.0%
MCD vs CPAY
+1,748.9%
-1,308.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +14.1% | +17.6% | -3.5% | +10.5% |
| 3M | +0.6% | +8.7% | -8.1% | -1.1% |
| 6M | 0.0% | +39.5% | -39.5% | -6.4% |
| YTD | -9.3% | +53.6% | -62.9% | -17.5% |
| 1Y | -9.3% | +63.3% | -72.6% | -18.6% |
| 3Y | +8.6% | +101.7% | -93.1% | -9.4% |
| 5Y | +21.9% | +91.4% | -69.5% | +1.0% |
| 10Y | +202.8% | +221.7% | -18.9% | +123.9% |
| All | +440.0% | +1,748.9% | -1,308.9% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling