+1,333.5%
MCD vs CLS
+3,265.4%
-1,931.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.8% | +4.6% | -7.4% | -3.2% |
| 30D | -6.0% | -13.9% | +7.9% | -5.2% |
| 3M | -5.6% | -26.6% | +21.0% | -4.1% |
| 6M | -21.9% | +15.4% | -37.3% | -24.1% |
| YTD | -14.7% | +5.7% | -20.4% | -16.9% |
| 1Y | -17.3% | +41.1% | -58.4% | -22.2% |
| 3Y | -2.2% | +1,228.6% | -1,230.7% | -29.4% |
| 5Y | +20.3% | +3,240.6% | -3,220.4% | -22.5% |
| 10Y | +180.7% | +2,760.3% | -2,579.6% | +75.9% |
| All | +1,333.5% | +3,265.4% | -1,931.9% | +537.6% |
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