+10.5%
MCD vs CFG
+168.6%
-158.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | +19.8% | +1.1% | +18.7% | +19.7% |
| 3M | +0.8% | -12.0% | +12.8% | +1.5% |
| 6M | -1.3% | -2.2% | +0.9% | -1.2% |
| YTD | -7.8% | +11.4% | -19.2% | -8.4% |
| 1Y | -5.0% | +27.8% | -32.8% | -6.3% |
| 3Y | +10.5% | +173.3% | -162.8% | +3.8% |
| All | +10.5% | +168.6% | -158.1% | +3.8% |
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 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