+178.1%
MCD vs CLS
+2,747.3%
-2,569.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.8% | +4.6% | -7.4% | -3.1% |
| 30D | -6.0% | -13.9% | +7.9% | -5.4% |
| 3M | -5.6% | -26.6% | +21.0% | -4.4% |
| 6M | -21.9% | +15.4% | -37.3% | -23.8% |
| YTD | -14.7% | +5.7% | -20.4% | -16.6% |
| 1Y | -17.3% | +41.1% | -58.4% | -21.9% |
| 3Y | -2.2% | +1,228.6% | -1,230.7% | -34.9% |
| 5Y | +20.3% | +3,240.6% | -3,220.4% | -34.2% |
| All | +178.1% | +2,747.3% | -2,569.2% | +28.2% |
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