+13.3%
MCD vs CEG
+124.8%
-111.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.1% |
| 7D | +7.3% | +1.7% | +5.6% | +7.4% |
| 30D | +20.0% | -10.2% | +30.1% | +19.6% |
| 3M | +3.8% | -0.8% | +4.7% | +3.9% |
| 6M | +3.8% | -11.5% | +15.3% | +3.6% |
| YTD | -5.9% | -23.9% | +18.0% | -6.2% |
| 1Y | -3.2% | -25.4% | +22.2% | -3.6% |
| 3Y | +13.3% | +124.2% | -110.9% | +12.1% |
| All | +13.3% | +124.8% | -111.5% | +12.1% |
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 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