+21.6%
MCD vs CPNG
-49.0%
+70.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.8% | -7.4% | +4.6% | -2.5% |
| 30D | -6.0% | -4.4% | -1.6% | -5.8% |
| 3M | -5.6% | -7.5% | +1.9% | -5.4% |
| 6M | -21.9% | -19.9% | -1.9% | -21.3% |
| YTD | -14.7% | -35.2% | +20.5% | -13.4% |
| 1Y | -17.3% | -46.8% | +29.5% | -15.4% |
| 3Y | -2.2% | -20.2% | +18.0% | -2.4% |
| All | +21.6% | -49.0% | +70.6% | +21.8% |
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