-1.5%
MCD vs CL
+30.5%
-32.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -0.9% |
| 7D | -2.8% | -2.2% | -0.6% | -1.9% |
| 30D | -6.0% | -4.8% | -1.2% | -4.1% |
| 3M | -5.6% | +4.9% | -10.5% | -7.3% |
| 6M | -21.9% | -5.7% | -16.1% | -20.1% |
| YTD | -14.7% | +14.4% | -29.1% | -19.5% |
| 1Y | -17.3% | +8.7% | -26.0% | -20.4% |
| All | -1.5% | +30.5% | -32.0% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling