+213.3%
MCD vs CSGP
+61.5%
+151.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | +7.3% | -3.2% | +10.4% | +7.9% |
| 30D | +20.0% | +2.2% | +17.7% | +18.9% |
| 3M | +3.8% | -3.7% | +7.5% | +3.8% |
| 6M | +3.8% | -7.4% | +11.2% | +4.2% |
| YTD | -5.9% | -54.9% | +49.0% | +7.9% |
| 1Y | -3.2% | -54.9% | +51.7% | +10.9% |
| 3Y | +13.3% | -61.9% | +75.2% | +31.7% |
| 5Y | +25.2% | -63.1% | +88.3% | +43.4% |
| 10Y | +213.3% | +65.1% | +148.2% | +171.9% |
| All | +213.3% | +61.5% | +151.9% | +171.9% |
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