-3.9%
MCD vs CI
+21.2%
-25.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.2% | +5.9% |
| 7D | +11.9% | +3.5% | +8.3% | +11.2% |
| 30D | +20.2% | +12.6% | +7.7% | +18.4% |
| 3M | +5.2% | +12.1% | -6.9% | +3.8% |
| 6M | 0.0% | +10.6% | -10.6% | -1.5% |
| YTD | -6.5% | +12.8% | -19.4% | -8.7% |
| 1Y | -3.9% | +18.0% | -22.0% | -7.3% |
| All | -3.9% | +21.2% | -25.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling