-3.9%
MCD vs CEG
-33.0%
+29.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.7% | +13.2% | +5.9% |
| 7D | +11.9% | -4.8% | +16.7% | +11.4% |
| 30D | +20.2% | -8.2% | +28.4% | +19.4% |
| 3M | +5.2% | -7.9% | +13.1% | +4.5% |
| 6M | 0.0% | -23.2% | +23.2% | -1.2% |
| YTD | -6.5% | -30.1% | +23.6% | -8.4% |
| 1Y | -3.9% | -31.9% | +28.0% | -6.3% |
| All | -3.9% | -33.0% | +29.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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