+8.6%
MCD vs CAG
-36.3%
+44.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | +14.1% | +7.7% | +6.5% | +12.1% |
| 3M | +0.6% | -3.2% | +3.8% | +1.1% |
| 6M | 0.0% | +7.0% | -6.9% | -2.1% |
| YTD | -9.3% | -9.0% | -0.3% | -8.2% |
| 1Y | -9.3% | -9.6% | +0.3% | -8.1% |
| 3Y | +8.6% | -36.0% | +44.6% | +22.9% |
| All | +8.6% | -36.3% | +44.9% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling