+22.6%
MCD vs CL
+43.3%
-20.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +8.0% | +5.9% | +2.1% | +5.3% |
| 30D | +19.6% | +13.8% | +5.9% | +12.8% |
| 3M | +2.2% | +6.4% | -4.2% | -0.7% |
| 6M | -1.1% | +15.6% | -16.8% | -7.5% |
| YTD | -7.2% | +27.9% | -35.1% | -17.4% |
| 1Y | -6.7% | +31.4% | -38.1% | -18.0% |
| 3Y | +11.6% | +41.4% | -29.8% | -6.5% |
| 5Y | +22.6% | +42.8% | -20.1% | +1.2% |
| All | +22.6% | +43.3% | -20.7% | +1.2% |
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