-17.3%
MCD vs CEG
-3.0%
-14.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.2% |
| 7D | -2.8% | +8.0% | -10.9% | -2.3% |
| 30D | -6.0% | +12.9% | -19.0% | -5.2% |
| 3M | -5.6% | +13.2% | -18.7% | -4.6% |
| 6M | -21.9% | -7.0% | -14.9% | -21.8% |
| YTD | -14.7% | -15.0% | +0.3% | -15.3% |
| 1Y | -17.3% | -2.7% | -14.5% | -16.3% |
| All | -17.3% | -3.0% | -14.2% | -16.3% |
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