+9.7%
MCD vs CPB
-36.4%
+46.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -1.9% | -4.1% | +2.2% | -0.9% |
| 30D | +16.6% | +16.9% | -0.3% | +12.4% |
| 3M | +0.9% | -0.6% | +1.5% | +0.7% |
| 6M | +1.5% | +11.4% | -9.9% | -1.7% |
| YTD | -8.3% | -14.8% | +6.5% | -5.7% |
| 1Y | -8.1% | -24.8% | +16.6% | -2.4% |
| All | +9.7% | -36.4% | +46.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling