+8.6%
MCD vs CEG
+135.3%
-126.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.6% | +12.1% | -13.7% | -1.2% |
| 30D | +14.1% | +0.2% | +13.9% | +14.2% |
| 3M | +0.6% | +0.7% | -0.1% | +0.8% |
| 6M | 0.0% | +2.2% | -2.2% | +0.3% |
| YTD | -9.3% | -20.3% | +11.1% | -9.4% |
| 1Y | -9.3% | -16.1% | +6.8% | -9.3% |
| 3Y | +8.6% | +134.7% | -126.1% | +7.6% |
| All | +8.6% | +135.3% | -126.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling