-1.5%
MCD vs CMG
-6.2%
+4.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | -1.5% | -0.6% | -1.9% |
| 30D | -6.1% | +12.7% | -18.9% | -7.4% |
| 3M | -7.3% | +26.3% | -33.5% | -10.3% |
| 6M | -20.9% | +4.5% | -25.4% | -21.8% |
| YTD | -14.7% | -0.1% | -14.6% | -15.4% |
| 1Y | -16.1% | -6.8% | -9.3% | -16.5% |
| 3Y | -1.5% | -5.0% | +3.5% | -13.5% |
| All | -1.5% | -6.2% | +4.7% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling