-16.0%
MCD vs CRBG
+4.4%
-20.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.8% |
| 7D | +0.5% | +6.5% | -6.0% | 0.0% |
| 30D | -2.6% | +10.0% | -12.5% | -3.4% |
| 3M | -4.3% | +35.1% | -39.4% | -6.7% |
| 6M | -20.7% | +41.1% | -61.9% | -23.0% |
| YTD | -13.4% | +17.4% | -30.8% | -15.6% |
| All | -16.0% | +4.4% | -20.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling