+22.7%
MCD vs CL
+39.7%
-16.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.4% |
| 7D | +7.1% | +1.3% | +5.8% | +6.5% |
| 30D | +19.8% | +11.4% | +8.4% | +14.1% |
| 3M | +0.8% | +4.4% | -3.6% | -1.2% |
| 6M | -1.3% | +10.8% | -12.1% | -5.9% |
| YTD | -7.8% | +25.1% | -32.9% | -17.0% |
| 1Y | -5.0% | +28.0% | -32.9% | -15.4% |
| 3Y | +10.5% | +37.6% | -27.1% | -6.2% |
| All | +22.7% | +39.7% | -16.9% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling