+20.3%
MCD vs CEG
+651.0%
-630.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.6% |
| 7D | -1.9% | +11.8% | -13.7% | -1.9% |
| 30D | +16.6% | -6.5% | +23.1% | +16.6% |
| 3M | +0.9% | -1.2% | +2.1% | +0.9% |
| 6M | +1.5% | -8.0% | +9.5% | +1.5% |
| YTD | -8.3% | -21.9% | +13.6% | -8.1% |
| 1Y | -8.1% | -21.4% | +13.3% | -8.0% |
| 3Y | +10.3% | +130.0% | -119.7% | +1.6% |
| All | +20.3% | +651.0% | -630.7% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling