+213.4%
MCD vs CSGP
+71.3%
+142.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +8.0% | +13.9% | -5.9% | +5.3% |
| 30D | +19.6% | +16.0% | +3.6% | +15.7% |
| 3M | +2.2% | +6.1% | -3.9% | +0.3% |
| 6M | -1.1% | -8.2% | +7.0% | -0.6% |
| YTD | -7.2% | -52.3% | +45.1% | +5.3% |
| 1Y | -6.7% | -54.5% | +47.8% | +6.8% |
| 3Y | +11.6% | -58.6% | +70.2% | +27.5% |
| 5Y | +22.6% | -61.5% | +84.1% | +39.5% |
| All | +213.4% | +71.3% | +142.1% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling