+205.9%
MCD vs CLS
+1,924.3%
-1,718.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | -3.0% |
| 7D | -1.9% | +2.8% | -4.7% | -2.1% |
| 30D | +16.6% | -30.1% | +46.7% | +18.4% |
| 3M | +0.9% | -21.7% | +22.7% | +1.6% |
| 6M | +1.5% | -36.2% | +37.7% | +2.6% |
| YTD | -8.3% | -17.8% | +9.5% | -9.7% |
| 1Y | -8.1% | -26.8% | +18.7% | -9.1% |
| 3Y | +10.3% | +853.4% | -843.1% | -24.4% |
| 5Y | +23.4% | +2,005.0% | -1,981.6% | -28.4% |
| 10Y | +205.9% | +1,929.4% | -1,723.5% | +46.8% |
| All | +205.9% | +1,924.3% | -1,718.4% | +46.8% |
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