+23.4%
MCD vs CME
+75.9%
-52.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.1% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | +16.6% | +13.9% | +2.7% | +13.1% |
| 3M | +0.9% | +22.4% | -21.4% | -3.7% |
| 6M | +1.5% | +12.9% | -11.4% | -1.6% |
| YTD | -8.3% | +19.6% | -27.9% | -12.7% |
| 1Y | -8.1% | +17.7% | -25.8% | -12.2% |
| 3Y | +10.3% | +65.3% | -55.0% | -3.8% |
| 5Y | +23.4% | +75.1% | -51.7% | +3.7% |
| All | +23.4% | +75.9% | -52.5% | +3.7% |
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