+196.5%
MCD vs CL
+84.9%
+111.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -0.8% | -1.2% | -1.6% |
| 30D | +16.6% | +9.5% | +7.1% | +11.9% |
| 3M | +0.9% | +6.8% | -5.8% | -2.1% |
| 6M | +1.5% | +14.3% | -12.8% | -4.6% |
| YTD | -8.3% | +27.0% | -35.3% | -18.2% |
| 1Y | -8.1% | +26.3% | -34.4% | -17.9% |
| 3Y | +10.3% | +39.3% | -28.9% | -6.7% |
| 5Y | +23.4% | +41.5% | -18.1% | +2.8% |
| All | +196.5% | +84.9% | +111.6% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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