+12.0%
MCD vs CSGP
-57.8%
+69.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +6.0% |
| 7D | +11.9% | +18.3% | -6.4% | +9.6% |
| 30D | +20.2% | +17.8% | +2.5% | +17.7% |
| 3M | +5.2% | +9.3% | -4.1% | +3.6% |
| 6M | 0.0% | -7.9% | +7.9% | 0.0% |
| YTD | -6.5% | -51.5% | +45.0% | -1.0% |
| 1Y | -3.9% | -53.3% | +49.4% | +2.2% |
| All | +12.0% | -57.8% | +69.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling