+20.8%
MCD vs CME
+74.8%
-54.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.6% | +3.9% | -5.6% | -2.6% |
| 30D | +14.1% | +11.3% | +2.8% | +11.3% |
| 3M | +0.6% | +19.6% | -18.9% | -3.5% |
| 6M | 0.0% | +8.1% | -8.1% | -2.0% |
| YTD | -9.3% | +20.4% | -29.7% | -13.7% |
| 1Y | -9.3% | +16.5% | -25.8% | -13.0% |
| 3Y | +8.6% | +66.4% | -57.8% | -5.4% |
| All | +20.8% | +74.8% | -54.0% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling