+6,511.4%
MCD vs CPB
+366.5%
+6,144.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +8.0% | +11.6% | -3.5% | +5.1% |
| 30D | +19.6% | +23.3% | -3.7% | +13.4% |
| 3M | +2.2% | +1.6% | +0.5% | +1.4% |
| 6M | -1.1% | +13.9% | -15.1% | -5.0% |
| YTD | -7.2% | -11.7% | +4.4% | -5.3% |
| 1Y | -6.7% | -18.2% | +11.5% | -2.9% |
| 3Y | +11.6% | -35.2% | +46.8% | +22.0% |
| 5Y | +22.6% | -30.5% | +53.2% | +30.6% |
| 10Y | +218.4% | -37.1% | +255.5% | +232.1% |
| All | +6,511.4% | +366.5% | +6,144.8% | +2,734.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling