+6,511.4%
MCD vs CI
+8,153.0%
-1,641.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +8.0% | +1.0% | +7.0% | +7.8% |
| 30D | +19.6% | +9.9% | +9.7% | +17.5% |
| 3M | +2.2% | +12.1% | -9.9% | 0.0% |
| 6M | -1.1% | +10.6% | -11.8% | -3.3% |
| YTD | -7.2% | +11.4% | -18.6% | -9.6% |
| 1Y | -6.7% | +18.8% | -25.5% | -10.3% |
| 3Y | +11.6% | +2.9% | +8.7% | +8.4% |
| 5Y | +22.6% | +54.5% | -31.9% | +9.1% |
| 10Y | +218.4% | +175.7% | +42.7% | +147.8% |
| All | +6,511.4% | +8,153.0% | -1,641.6% | +1,909.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling