+1,193.3%
MCD vs CMG
+4,006.7%
-2,813.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -2.8% | -2.8% | 0.0% | -2.3% |
| 30D | -6.0% | +7.1% | -13.1% | -7.3% |
| 3M | -5.6% | +31.2% | -36.7% | -11.0% |
| 6M | -21.9% | +0.7% | -22.5% | -22.6% |
| YTD | -14.7% | -0.1% | -14.6% | -15.6% |
| 1Y | -17.3% | -10.7% | -6.5% | -16.8% |
| 3Y | -2.2% | -4.7% | +2.5% | -4.8% |
| 5Y | +20.3% | -3.8% | +24.0% | +14.4% |
| 10Y | +180.7% | +352.5% | -171.8% | +90.8% |
| All | +1,193.3% | +4,006.7% | -2,813.4% | +414.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling