-17.3%
MCD vs CSGP
-64.9%
+47.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | -2.8% | -4.1% | +1.2% | -2.4% |
| 30D | -6.0% | +2.3% | -8.3% | -6.3% |
| 3M | -5.6% | -8.2% | +2.6% | -5.5% |
| 6M | -21.9% | -35.1% | +13.2% | -20.5% |
| YTD | -14.7% | -54.0% | +39.3% | -10.7% |
| 1Y | -17.3% | -65.3% | +48.0% | -11.1% |
| All | -17.3% | -64.9% | +47.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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