+407.7%
MCD vs CPAY
+1,565.5%
-1,157.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.8% | +2.1% | -4.9% | -3.2% |
| 30D | -6.0% | +5.5% | -11.6% | -7.0% |
| 3M | -5.6% | +16.6% | -22.1% | -8.4% |
| 6M | -21.9% | +26.7% | -48.5% | -25.7% |
| YTD | -14.7% | +38.4% | -53.1% | -20.8% |
| 1Y | -17.3% | +30.1% | -47.4% | -22.4% |
| 3Y | -2.2% | +52.6% | -54.7% | -13.4% |
| 5Y | +20.3% | +59.0% | -38.7% | +3.5% |
| 10Y | +180.7% | +148.4% | +32.3% | +116.7% |
| All | +407.7% | +1,565.5% | -1,157.8% | +185.4% |
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 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