+21.6%
MCD vs CPB
-39.5%
+61.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.7% |
| 7D | -2.8% | -8.6% | +5.8% | -0.7% |
| 30D | -6.0% | -7.2% | +1.2% | -4.4% |
| 3M | -5.6% | +0.9% | -6.5% | -6.2% |
| 6M | -21.9% | -11.8% | -10.0% | -19.8% |
| YTD | -14.7% | -19.4% | +4.7% | -10.7% |
| 1Y | -17.3% | -30.4% | +13.1% | -10.0% |
| 3Y | -2.2% | -40.2% | +38.0% | +10.2% |
| All | +21.6% | -39.5% | +61.1% | +38.0% |
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