+238.9%
CRM vs MCD
+180.5%
+58.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -1.2% | -3.2% | -3.8% |
| 30D | +28.1% | -7.8% | +35.9% | +33.2% |
| 3M | +48.8% | -10.7% | +59.5% | +57.3% |
| 6M | +28.3% | -21.3% | +49.5% | +44.2% |
| YTD | -6.0% | -15.8% | +9.7% | +1.6% |
| 1Y | +1.4% | -16.0% | +17.5% | +9.6% |
| 3Y | +11.8% | -3.0% | +14.8% | +8.8% |
| 5Y | -2.0% | +18.6% | -20.6% | -15.9% |
| All | +238.9% | +180.5% | +58.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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