+1,288.2%
MCD vs CSGP
+3,334.4%
-2,046.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -2.8% | -4.1% | +1.2% | -2.4% |
| 30D | -6.0% | +2.3% | -8.3% | -6.4% |
| 3M | -5.6% | -8.2% | +2.6% | -4.9% |
| 6M | -21.9% | -35.1% | +13.2% | -18.4% |
| YTD | -14.7% | -54.0% | +39.3% | -7.8% |
| 1Y | -17.3% | -65.3% | +48.0% | -7.8% |
| 3Y | -2.2% | -62.6% | +60.4% | +7.1% |
| 5Y | +20.3% | -64.8% | +85.1% | +30.9% |
| 10Y | +180.7% | +45.1% | +135.6% | +163.5% |
| All | +1,288.2% | +3,334.4% | -2,046.2% | +831.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling