+5,979.9%
MCD vs CAG
+604.9%
+5,375.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | -3.8% | +1.0% | -1.9% |
| 30D | -6.0% | +3.1% | -9.2% | -6.8% |
| 3M | -5.6% | +23.5% | -29.1% | -10.5% |
| 6M | -21.9% | -14.8% | -7.0% | -19.3% |
| YTD | -14.7% | -5.4% | -9.3% | -14.3% |
| 1Y | -17.3% | -11.8% | -5.5% | -15.6% |
| 3Y | -2.2% | -36.7% | +34.5% | +7.1% |
| 5Y | +20.3% | -40.3% | +60.6% | +32.7% |
| 10Y | +180.7% | -37.0% | +217.7% | +192.5% |
| All | +5,979.9% | +604.9% | +5,375.0% | +2,522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling