+25.2%
MCD vs CI
+49.2%
-24.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +19.6% | +4.7% | +15.0% | +18.7% |
| 3M | +3.3% | +5.2% | -2.0% | +2.3% |
| 6M | +3.5% | +3.8% | -0.3% | +2.5% |
| YTD | -6.1% | +9.2% | -15.3% | -8.1% |
| 1Y | -3.7% | +14.3% | -17.9% | -6.5% |
| 3Y | +13.4% | +8.4% | +4.9% | +9.2% |
| 5Y | +25.2% | +50.0% | -24.9% | +6.0% |
| All | +25.2% | +49.2% | -24.0% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling