+213.3%
MCD vs CL
+78.1%
+135.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +2.6% | +4.7% | +6.1% |
| 30D | +20.0% | +11.8% | +8.2% | +14.0% |
| 3M | +3.8% | +5.9% | -2.1% | +1.1% |
| 6M | +3.8% | +13.3% | -9.6% | -2.1% |
| YTD | -5.9% | +27.1% | -33.0% | -16.0% |
| 1Y | -3.2% | +28.0% | -31.2% | -14.0% |
| 3Y | +13.3% | +39.4% | -26.1% | -4.2% |
| 5Y | +25.2% | +40.8% | -15.5% | +4.6% |
| 10Y | +213.3% | +84.9% | +128.5% | +136.7% |
| All | +213.3% | +78.1% | +135.3% | +136.7% |
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