+48.5%
MCD vs CPNG
-74.3%
+122.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 1Y | -5.0% | -43.8% | +38.9% | -3.3% |
| 3Y | +10.5% | -2.5% | +13.0% | +9.5% |
| 5Y | +22.0% | -45.6% | +67.5% | +19.7% |
| All | +48.5% | -74.3% | +122.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling