+5,979.9%
MCD vs CPB
+325.7%
+5,654.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3Y | -2.2% | -40.2% | +38.0% | +9.2% |
| 5Y | +20.3% | -39.5% | +59.8% | +32.8% |
| 10Y | +180.7% | -47.4% | +228.1% | +207.7% |
| All | +5,979.9% | +325.7% | +5,654.2% | +2,572.7% |
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