+195.2%
MCD vs CI
+145.6%
+49.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | +16.0% | +4.9% | +11.2% | +14.7% |
| 3M | 0.0% | +7.4% | -7.4% | -1.8% |
| 6M | +0.9% | +0.4% | +0.6% | +0.5% |
| YTD | -8.7% | +9.5% | -18.2% | -11.5% |
| 1Y | -8.6% | +12.0% | -20.5% | -11.9% |
| 3Y | +9.9% | +7.1% | +2.8% | +4.1% |
| 5Y | +22.6% | +49.3% | -26.7% | +3.3% |
| All | +195.2% | +145.6% | +49.6% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling