+211.3%
MCD vs CFG
+248.3%
-37.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.2% |
| 7D | +5.9% | +0.3% | +5.7% | +5.9% |
| 30D | +19.6% | +3.2% | +16.4% | +18.9% |
| 3M | +3.3% | -9.7% | +13.0% | +5.3% |
| 6M | +3.5% | +3.6% | -0.1% | +2.5% |
| YTD | -6.1% | +14.7% | -20.8% | -9.2% |
| 1Y | -3.7% | +29.6% | -33.2% | -9.2% |
| 3Y | +13.4% | +190.6% | -177.2% | -13.1% |
| 5Y | +25.2% | +67.1% | -41.9% | +6.8% |
| 10Y | +211.3% | +237.0% | -25.8% | +108.0% |
| All | +211.3% | +248.3% | -37.0% | +108.0% |
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