+213.3%
MCD vs CME
+301.9%
-88.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +6.6% |
| 30D | +20.0% | +10.2% | +9.8% | +15.7% |
| 3M | +3.8% | +17.8% | -14.0% | -2.5% |
| 6M | +3.8% | +11.0% | -7.2% | -0.8% |
| YTD | -5.9% | +17.0% | -22.9% | -12.3% |
| 1Y | -3.2% | +15.8% | -19.0% | -9.5% |
| 3Y | +13.3% | +61.8% | -48.5% | -8.5% |
| 5Y | +25.2% | +72.5% | -47.2% | -3.3% |
| 10Y | +213.3% | +288.0% | -74.7% | +95.1% |
| All | +213.3% | +301.9% | -88.6% | +95.1% |
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