+1,421.4%
MCD vs CSGP
+3,520.0%
-2,098.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +6.1% |
| 7D | +11.9% | +18.3% | -6.4% | +9.8% |
| 30D | +20.2% | +17.8% | +2.5% | +17.8% |
| 3M | +5.2% | +9.3% | -4.1% | +3.7% |
| 6M | 0.0% | -7.9% | +7.9% | +0.4% |
| YTD | -6.5% | -51.5% | +45.0% | +0.2% |
| 1Y | -3.9% | -53.3% | +49.4% | +3.4% |
| 3Y | +12.5% | -57.9% | +70.4% | +21.3% |
| 5Y | +24.2% | -61.3% | +85.5% | +33.6% |
| 10Y | +220.9% | +77.5% | +143.4% | +194.9% |
| All | +1,421.4% | +3,520.0% | -2,098.6% | +911.7% |
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