+6,434.3%
MCD vs CPB
+349.9%
+6,084.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +0.9% | -0.6% | +1.5% | +0.8% |
| 6M | +1.5% | +11.4% | -9.9% | -1.9% |
| YTD | -8.3% | -14.8% | +6.5% | -5.5% |
| 1Y | -8.1% | -24.8% | +16.6% | -2.3% |
| 3Y | +10.3% | -36.6% | +46.9% | +21.3% |
| 5Y | +23.4% | -33.3% | +56.8% | +32.9% |
| 10Y | +205.9% | -40.4% | +246.3% | +223.8% |
| All | +6,434.3% | +349.9% | +6,084.4% | +2,727.6% |
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