-1.5%
MCD vs CPNG
-19.7%
+18.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.2% | +0.2% |
| 7D | -2.0% | -6.3% | +4.2% | -1.7% |
| 30D | -6.1% | -8.7% | +2.6% | -5.7% |
| 3M | -7.3% | -2.4% | -4.8% | -7.2% |
| 6M | -20.9% | -22.3% | +1.4% | -20.2% |
| YTD | -14.7% | -37.2% | +22.6% | -13.1% |
| 1Y | -16.1% | -53.0% | +36.9% | -13.5% |
| 3Y | -1.5% | -20.0% | +18.5% | -4.1% |
| All | -1.5% | -19.7% | +18.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling