+8.6%
MCD vs CFG
+191.5%
-182.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -1.6% | +3.2% | -4.8% | -1.9% |
| 30D | +14.1% | +5.1% | +9.0% | +13.8% |
| 3M | +0.6% | -11.2% | +11.8% | +1.2% |
| 6M | 0.0% | +9.6% | -9.5% | -0.5% |
| YTD | -9.3% | +15.0% | -24.2% | -10.1% |
| 1Y | -9.3% | +29.9% | -39.2% | -10.7% |
| 3Y | +8.6% | +192.1% | -183.5% | +2.9% |
| All | +8.6% | +191.5% | -182.9% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling