+205.9%
MCD vs CMG
+369.3%
-163.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.0% |
| 7D | -1.9% | +4.1% | -6.0% | -2.8% |
| 30D | +16.6% | +20.5% | -3.9% | +12.1% |
| 3M | +0.9% | +14.5% | -13.6% | -2.1% |
| 6M | +1.5% | +14.8% | -13.3% | -2.4% |
| YTD | -8.3% | -1.0% | -7.4% | -9.5% |
| 1Y | -8.1% | +22.9% | -31.0% | -13.5% |
| 3Y | +10.3% | -13.6% | +23.9% | +8.6% |
| 5Y | +23.4% | +0.9% | +22.5% | +14.3% |
| 10Y | +205.9% | +361.4% | -155.4% | +108.4% |
| All | +205.9% | +369.3% | -163.4% | +108.4% |
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