+177.3%
MCD vs CLF
+128.0%
+49.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -2.8% | +7.6% | -10.4% | -3.3% |
| 30D | -6.0% | -1.2% | -4.8% | -6.0% |
| 3M | -5.6% | -13.4% | +7.8% | -5.0% |
| 6M | -21.9% | +15.4% | -37.3% | -23.1% |
| YTD | -14.7% | -5.9% | -8.8% | -15.2% |
| 1Y | -17.3% | +18.8% | -36.1% | -19.8% |
| 3Y | -2.2% | -19.4% | +17.3% | -4.5% |
| 5Y | +20.3% | -47.7% | +68.0% | +18.9% |
| All | +177.3% | +128.0% | +49.3% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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