-4.1%
MCD vs CYCU
-99.9%
+95.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.5% |
| 7D | +11.9% | +1.2% | +10.7% | +11.9% |
| 30D | +20.2% | -31.5% | +51.8% | +20.2% |
| 3M | +5.2% | -62.0% | +67.2% | +5.1% |
| 6M | 0.0% | -67.4% | +67.4% | +0.9% |
| YTD | -6.5% | -88.6% | +82.1% | -5.6% |
| 1Y | -3.9% | -88.5% | +84.6% | -2.9% |
| All | -4.1% | -99.9% | +95.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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