+178.1%
MCD vs CG
+362.4%
-184.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -2.8% | -4.3% | +1.5% | -2.0% |
| 30D | -6.0% | -5.1% | -0.9% | -5.2% |
| 3M | -5.6% | +8.7% | -14.3% | -7.4% |
| 6M | -21.9% | -9.2% | -12.6% | -20.9% |
| YTD | -14.7% | -18.9% | +4.2% | -12.2% |
| 1Y | -17.3% | -25.6% | +8.4% | -13.6% |
| 3Y | -2.2% | +57.3% | -59.4% | -16.9% |
| 5Y | +20.3% | +10.2% | +10.1% | +8.0% |
| All | +178.1% | +362.4% | -184.3% | +81.0% |
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