+1,458.8%
MCD vs CLS
+2,115.6%
-656.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.0% | +12.2% | +0.2% |
| 7D | +8.0% | -27.3% | +35.3% | +10.4% |
| 30D | +19.6% | -47.0% | +66.6% | +24.9% |
| 3M | +2.2% | -43.3% | +45.5% | +5.7% |
| 6M | -1.1% | -50.8% | +49.6% | +2.6% |
| YTD | -7.2% | -30.4% | +23.2% | -7.3% |
| 1Y | -6.7% | -41.7% | +35.0% | -5.9% |
| 3Y | +11.6% | +701.4% | -689.8% | -16.5% |
| 5Y | +22.6% | +1,767.8% | -1,745.1% | -17.4% |
| 10Y | +218.4% | +1,636.8% | -1,418.4% | +106.2% |
| All | +1,458.8% | +2,115.6% | -656.9% | +611.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling