+211.3%
MCD vs CME
+320.1%
-108.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +5.9% | -0.6% | +6.5% | +6.2% |
| 30D | +19.6% | +8.5% | +11.1% | +16.0% |
| 3M | +3.3% | +16.0% | -12.8% | -2.5% |
| 6M | +3.5% | +9.3% | -5.9% | -0.5% |
| YTD | -6.1% | +15.3% | -21.4% | -12.0% |
| 1Y | -3.7% | +14.4% | -18.1% | -9.5% |
| 3Y | +13.4% | +59.9% | -46.6% | -8.0% |
| 5Y | +25.2% | +69.4% | -44.3% | -2.6% |
| 10Y | +211.3% | +299.5% | -88.2% | +98.4% |
| All | +211.3% | +320.1% | -108.8% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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