+6,563.2%
MCD vs CL
+5,460.8%
+1,102.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +5.4% |
| 7D | +11.9% | +7.7% | +4.2% | +9.0% |
| 30D | +20.2% | +15.2% | +5.0% | +14.3% |
| 3M | +5.2% | +7.3% | -2.2% | +2.5% |
| 6M | 0.0% | +17.0% | -17.0% | -5.5% |
| YTD | -6.5% | +28.0% | -34.5% | -14.7% |
| 1Y | -3.9% | +32.1% | -36.0% | -13.4% |
| 3Y | +12.5% | +41.5% | -29.0% | -1.6% |
| 5Y | +24.2% | +43.9% | -19.7% | +7.6% |
| 10Y | +220.9% | +79.8% | +141.1% | +154.1% |
| All | +6,563.2% | +5,460.8% | +1,102.4% | +1,140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling