+36.1%
MCD vs CPNG
-76.8%
+112.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | -7.6% | +4.7% | -2.6% |
| 30D | -6.7% | -8.8% | +2.1% | -6.4% |
| 3M | -9.6% | -7.2% | -2.3% | -9.4% |
| 6M | -22.3% | -21.5% | -0.8% | -21.7% |
| YTD | -15.4% | -37.4% | +22.0% | -14.2% |
| 1Y | -16.8% | -54.3% | +37.5% | -14.7% |
| 3Y | -2.4% | -20.3% | +17.9% | -2.6% |
| 5Y | +19.4% | -51.2% | +70.6% | +17.6% |
| All | +36.1% | -76.8% | +112.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling