+211.7%
MCD vs CCI
+51.9%
+159.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.2% |
| 7D | +7.1% | -0.1% | +7.2% | +7.2% |
| 30D | +19.8% | +28.4% | -8.6% | +10.4% |
| 3M | +0.8% | +20.0% | -19.2% | -5.2% |
| 6M | -1.3% | +0.8% | -2.1% | -2.4% |
| YTD | -7.8% | +3.6% | -11.4% | -10.1% |
| 1Y | -5.0% | +6.1% | -11.0% | -8.2% |
| 3Y | +10.5% | +7.2% | +3.3% | +4.3% |
| 5Y | +22.0% | -37.0% | +59.0% | +37.5% |
| All | +211.7% | +51.9% | +159.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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