+178.1%
MCD vs CME
+284.8%
-106.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.3% |
| 30D | -6.0% | +6.2% | -12.3% | -8.2% |
| 3M | -5.6% | +10.4% | -16.0% | -9.3% |
| 6M | -21.9% | -9.5% | -12.3% | -19.3% |
| YTD | -14.7% | +6.0% | -20.7% | -17.4% |
| 1Y | -17.3% | +9.3% | -26.5% | -21.0% |
| 3Y | -2.2% | +57.7% | -59.8% | -20.4% |
| 5Y | +20.3% | +77.7% | -57.4% | -8.9% |
| All | +178.1% | +284.8% | -106.7% | +77.6% |
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