+10.5%
MCD vs CEG
+114.1%
-103.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.4% |
| 7D | +7.1% | -4.7% | +11.9% | +7.0% |
| 30D | +19.8% | -16.6% | +36.3% | +19.1% |
| 3M | +0.8% | -4.1% | +4.9% | +0.7% |
| 6M | -1.3% | -22.3% | +21.0% | -1.8% |
| YTD | -7.8% | -28.9% | +21.2% | -8.3% |
| 1Y | -5.0% | -28.5% | +23.5% | -5.5% |
| 3Y | +10.5% | +104.3% | -93.7% | +9.4% |
| All | +10.5% | +114.1% | -103.6% | +9.4% |
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