+22.6%
MCD vs CPB
-34.3%
+57.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -1.6% | -5.8% | +4.2% | 0.0% |
| 30D | +16.0% | +16.5% | -0.4% | +11.6% |
| 3M | 0.0% | -1.1% | +1.1% | -0.1% |
| 6M | +0.9% | +11.5% | -10.5% | -2.5% |
| YTD | -8.7% | -15.7% | +7.0% | -5.6% |
| 1Y | -8.6% | -24.7% | +16.1% | -2.5% |
| 3Y | +9.9% | -37.3% | +47.1% | +22.3% |
| 5Y | +22.6% | -35.0% | +57.7% | +35.1% |
| All | +22.6% | -34.3% | +57.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling