-16.8%
MCD vs CAG
-16.0%
-0.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.9% | -6.6% | +3.8% | -1.6% |
| 30D | -6.7% | +2.3% | -9.0% | -7.1% |
| 3M | -9.6% | +16.3% | -25.9% | -12.5% |
| 6M | -22.3% | -16.0% | -6.3% | -19.7% |
| YTD | -15.4% | -7.7% | -7.7% | -14.7% |
| 1Y | -16.8% | -16.0% | -0.8% | -14.9% |
| All | -16.8% | -16.0% | -0.8% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling