+297.3%
MCD vs CFG
+351.2%
-53.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.1% |
| 7D | +8.0% | -2.2% | +10.2% | +8.5% |
| 30D | +19.6% | +0.4% | +19.2% | +19.5% |
| 3M | +2.2% | -12.6% | +14.8% | +4.9% |
| 6M | -1.1% | +0.6% | -1.8% | -1.5% |
| YTD | -7.2% | +12.4% | -19.7% | -9.9% |
| 1Y | -6.7% | +27.7% | -34.4% | -11.8% |
| 3Y | +11.6% | +172.4% | -160.8% | -12.9% |
| 5Y | +22.6% | +64.0% | -41.3% | +5.1% |
| 10Y | +218.4% | +252.8% | -34.4% | +98.8% |
| All | +297.3% | +351.2% | -53.9% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling