+10.5%
MCD vs CME
+66.3%
-55.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | +19.8% | +13.2% | +6.6% | +17.0% |
| 3M | +0.8% | +16.3% | -15.5% | -2.1% |
| 6M | -1.3% | +7.1% | -8.4% | -2.9% |
| YTD | -7.8% | +15.8% | -23.6% | -10.9% |
| 1Y | -5.0% | +17.1% | -22.0% | -8.5% |
| 3Y | +10.5% | +63.2% | -52.6% | 0.0% |
| All | +10.5% | +66.3% | -55.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling