+178.1%
MCD vs CFG
+324.8%
-146.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +1.5% | -4.4% | -3.1% |
| 30D | -6.0% | -3.8% | -2.2% | -5.3% |
| 3M | -5.6% | +11.5% | -17.1% | -7.8% |
| 6M | -21.9% | +19.2% | -41.0% | -24.8% |
| YTD | -14.7% | +23.7% | -38.4% | -18.7% |
| 1Y | -17.3% | +38.8% | -56.1% | -23.2% |
| 3Y | -2.2% | +178.9% | -181.1% | -24.2% |
| 5Y | +20.3% | +101.8% | -81.5% | -2.0% |
| All | +178.1% | +324.8% | -146.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling