+12.7%
MCD vs CG
+53.5%
-40.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +7.3% | +2.0% | +5.3% | +7.1% |
| 30D | +20.0% | +8.5% | +11.4% | +19.3% |
| 3M | +3.8% | -12.1% | +16.0% | +4.3% |
| 6M | +3.8% | -16.4% | +20.2% | +4.4% |
| YTD | -5.9% | -28.0% | +22.1% | -4.7% |
| 1Y | -3.2% | -18.9% | +15.7% | -2.7% |
| All | +12.7% | +53.5% | -40.8% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling