+211.3%
MCD vs CAG
-38.3%
+249.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.9% | +4.6% | +1.4% | +5.0% |
| 30D | +19.6% | +14.7% | +5.0% | +16.4% |
| 3M | +3.3% | +2.4% | +0.9% | +2.6% |
| 6M | +3.5% | +10.7% | -7.2% | +1.0% |
| YTD | -6.1% | -5.5% | -0.6% | -5.8% |
| 1Y | -3.7% | -4.6% | +0.9% | -3.6% |
| 3Y | +13.4% | -34.4% | +47.8% | +21.4% |
| 5Y | +25.2% | -39.2% | +64.3% | +35.7% |
| 10Y | +211.3% | -39.0% | +250.2% | +226.8% |
| All | +211.3% | -38.3% | +249.5% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling