+25.2%
MCD vs CMG
-0.9%
+26.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.2% |
| 7D | +5.9% | +8.6% | -2.7% | +4.7% |
| 30D | +19.6% | +13.1% | +6.5% | +17.4% |
| 3M | +3.3% | +9.0% | -5.7% | +1.8% |
| 6M | +3.5% | +10.0% | -6.5% | +1.3% |
| YTD | -6.1% | -3.4% | -2.7% | -6.7% |
| 1Y | -3.7% | +16.8% | -20.5% | -6.9% |
| 3Y | +13.4% | -14.7% | +28.1% | +11.6% |
| 5Y | +25.2% | -1.5% | +26.7% | +20.0% |
| All | +25.2% | -0.9% | +26.1% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling