-3.5%
MCD vs CAG
-5.3%
+1.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.9% | +4.6% | +1.4% | +4.8% |
| 30D | +19.6% | +14.7% | +5.0% | +16.1% |
| 3M | +3.3% | +2.4% | +0.9% | +2.3% |
| 6M | +3.5% | +10.7% | -7.2% | +0.7% |
| YTD | -6.1% | -5.5% | -0.6% | -6.0% |
| All | -3.5% | -5.3% | +1.8% | -4.4% |
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