+211.7%
MCD vs CLS
+1,628.1%
-1,416.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +7.1% | -22.2% | +29.3% | +8.3% |
| 30D | +19.8% | -44.4% | +64.1% | +23.0% |
| 3M | +0.8% | -34.3% | +35.1% | +2.3% |
| 6M | -1.3% | -50.1% | +48.8% | +1.2% |
| YTD | -7.8% | -30.1% | +22.3% | -8.4% |
| 1Y | -5.0% | -39.3% | +34.4% | -5.0% |
| 3Y | +10.5% | +732.7% | -722.2% | -23.9% |
| 5Y | +22.0% | +1,777.2% | -1,755.2% | -29.4% |
| All | +211.7% | +1,628.1% | -1,416.4% | +50.6% |
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