-5.0%
MCD vs CI
+15.7%
-20.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +7.1% | -1.6% | +8.7% | +7.4% |
| 30D | +19.8% | +5.4% | +14.4% | +19.1% |
| 3M | +0.8% | +7.3% | -6.4% | +0.2% |
| 6M | -1.3% | +5.3% | -6.6% | -2.1% |
| YTD | -7.8% | +8.5% | -16.2% | -9.3% |
| 1Y | -5.0% | +17.1% | -22.1% | -8.9% |
| All | -5.0% | +15.7% | -20.6% | -8.9% |
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