+22.7%
MCD vs CPNG
-44.9%
+67.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +7.1% | +13.4% | -6.2% | +6.5% |
| 30D | +19.8% | +10.0% | +9.8% | +19.2% |
| 3M | +0.8% | -0.4% | +1.2% | +0.7% |
| 6M | -1.3% | -8.9% | +7.6% | -1.2% |
| YTD | -7.8% | -30.9% | +23.2% | -6.7% |
| 1Y | -5.0% | -43.8% | +38.9% | -3.1% |
| 3Y | +10.5% | -2.5% | +13.0% | +9.2% |
| All | +22.7% | -44.9% | +67.7% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling