+193.4%
MCD vs CME
+308.7%
-115.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.6% | +3.9% | -5.6% | -3.1% |
| 30D | +14.1% | +11.3% | +2.8% | +9.6% |
| 3M | +0.6% | +19.6% | -18.9% | -6.1% |
| 6M | 0.0% | +8.1% | -8.1% | -3.4% |
| YTD | -9.3% | +20.4% | -29.7% | -16.4% |
| 1Y | -9.3% | +16.5% | -25.8% | -15.4% |
| 3Y | +8.6% | +66.4% | -57.8% | -13.3% |
| 5Y | +21.9% | +74.5% | -52.6% | -6.2% |
| All | +193.4% | +308.7% | -115.3% | +83.8% |
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