+193.4%
MCD vs CLS
+1,916.3%
-1,722.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.4% |
| 7D | -1.6% | +16.3% | -17.9% | -2.4% |
| 30D | +14.1% | -25.7% | +39.8% | +15.5% |
| 3M | +0.6% | -30.9% | +31.5% | +2.0% |
| 6M | 0.0% | -35.5% | +35.5% | +1.1% |
| YTD | -9.3% | -18.7% | +9.4% | -10.6% |
| 1Y | -9.3% | -17.9% | +8.6% | -11.0% |
| 3Y | +8.6% | +838.1% | -829.5% | -25.4% |
| 5Y | +21.9% | +1,971.9% | -1,950.0% | -29.2% |
| All | +193.4% | +1,916.3% | -1,722.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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