+319.8%
MCD vs CG
+281.3%
+38.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +7.1% | -1.2% | +8.3% | +7.3% |
| 30D | +19.8% | +5.0% | +14.7% | +18.7% |
| 3M | +0.8% | -18.2% | +19.0% | +4.1% |
| 6M | -1.3% | -20.7% | +19.4% | +2.1% |
| YTD | -7.8% | -31.4% | +23.7% | -2.6% |
| 1Y | -5.0% | -22.3% | +17.3% | -2.0% |
| 3Y | +10.5% | +50.2% | -39.6% | -3.3% |
| 5Y | +22.0% | -22.1% | +44.0% | +19.1% |
| 10Y | +216.7% | +295.5% | -78.9% | +124.9% |
| All | +319.8% | +281.3% | +38.4% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling