+22.6%
MCD vs CLS
+2,101.3%
-2,078.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.3% |
| 7D | -1.6% | +23.5% | -25.1% | -1.1% |
| 30D | +16.0% | -28.9% | +45.0% | +15.5% |
| 3M | 0.0% | -25.2% | +25.1% | -0.3% |
| 6M | +0.9% | -32.1% | +33.0% | +0.6% |
| YTD | -8.7% | -14.1% | +5.4% | -9.0% |
| 1Y | -8.6% | -24.1% | +15.5% | -8.8% |
| 3Y | +9.9% | +897.0% | -887.1% | -4.0% |
| 5Y | +22.6% | +2,089.9% | -2,067.3% | -3.8% |
| All | +22.6% | +2,101.3% | -2,078.7% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling