+8.6%
MCD vs CLS
+842.1%
-833.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.9% |
| 7D | -1.6% | +16.3% | -17.9% | -0.9% |
| 30D | +14.1% | -25.7% | +39.8% | +12.9% |
| 3M | +0.6% | -30.9% | +31.5% | -0.6% |
| 6M | 0.0% | -35.5% | +35.5% | -1.1% |
| YTD | -9.3% | -18.7% | +9.4% | -9.2% |
| 1Y | -9.3% | -17.9% | +8.6% | -9.1% |
| 3Y | +8.6% | +838.1% | -829.5% | +12.5% |
| All | +8.6% | +842.1% | -833.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling