-3.2%
MCD vs CEG
-26.7%
+23.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | 0.0% |
| 7D | +7.3% | +1.7% | +5.6% | +7.5% |
| 30D | +20.0% | -10.2% | +30.1% | +19.1% |
| 3M | +3.8% | -0.8% | +4.7% | +3.9% |
| 6M | +3.8% | -11.5% | +15.3% | +3.4% |
| YTD | -5.9% | -23.9% | +18.0% | -7.5% |
| 1Y | -3.2% | -25.4% | +22.2% | -5.1% |
| All | -3.2% | -26.7% | +23.4% | -5.1% |
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