+211.3%
MCD vs CG
+320.1%
-108.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.8% | +0.5% |
| 7D | +5.9% | +3.0% | +2.9% | +5.3% |
| 30D | +19.6% | +10.1% | +9.5% | +17.4% |
| 3M | +3.3% | -10.8% | +14.1% | +5.2% |
| 6M | +3.5% | -15.2% | +18.7% | +6.1% |
| YTD | -6.1% | -26.9% | +20.8% | -1.5% |
| 1Y | -3.7% | -17.0% | +13.4% | -1.6% |
| 3Y | +13.4% | +54.6% | -41.3% | -4.0% |
| 5Y | +25.2% | -16.7% | +41.9% | +21.2% |
| 10Y | +211.3% | +320.1% | -108.9% | +109.1% |
| All | +211.3% | +320.1% | -108.9% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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