-16.1%
MCD vs CPNG
-50.4%
+34.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.2% | +0.2% |
| 7D | -2.0% | -6.3% | +4.2% | -1.8% |
| 30D | -6.1% | -8.7% | +2.6% | -5.8% |
| 3M | -7.3% | -2.4% | -4.8% | -7.0% |
| 6M | -20.9% | -22.3% | +1.4% | -20.3% |
| YTD | -14.7% | -37.2% | +22.6% | -14.6% |
| 1Y | -16.1% | -53.0% | +36.9% | -17.9% |
| All | -16.1% | -50.4% | +34.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling