+177.5%
MCD vs CMG
+326.7%
-149.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -2.5% | -3.8% | +1.3% | -1.8% |
| 30D | -7.0% | +12.9% | -19.9% | -9.4% |
| 3M | -9.8% | +18.8% | -28.6% | -13.6% |
| 6M | -21.8% | +4.1% | -25.8% | -23.1% |
| YTD | -15.6% | -2.4% | -13.2% | -16.2% |
| 1Y | -15.2% | -6.7% | -8.5% | -15.5% |
| 3Y | -2.6% | -7.1% | +4.6% | -5.6% |
| 5Y | +18.9% | -5.0% | +23.8% | +12.1% |
| All | +177.5% | +326.7% | -149.2% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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