-8.6%
MCD vs CFG
+27.4%
-36.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | +16.0% | +3.3% | +12.8% | +15.6% |
| 3M | 0.0% | -11.5% | +11.5% | +0.7% |
| 6M | +0.9% | +6.2% | -5.3% | +0.6% |
| YTD | -8.7% | +14.3% | -23.0% | -10.7% |
| 1Y | -8.6% | +26.7% | -35.3% | -12.0% |
| All | -8.6% | +27.4% | -36.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling