+46.9%
MCD vs CPNG
-75.9%
+122.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.2% |
| 7D | -1.6% | -6.9% | +5.3% | -1.3% |
| 30D | +16.0% | +1.1% | +14.9% | +16.0% |
| 3M | 0.0% | -6.3% | +6.3% | +0.2% |
| 6M | +0.9% | -3.8% | +4.8% | +0.9% |
| YTD | -8.7% | -35.2% | +26.5% | -7.5% |
| 1Y | -8.6% | -47.0% | +38.4% | -6.7% |
| 3Y | +9.9% | -0.2% | +10.0% | +8.8% |
| 5Y | +22.6% | -42.5% | +65.1% | +20.6% |
| All | +46.9% | -75.9% | +122.8% | +44.4% |
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