+2,554.5%
MCD vs CME
+7,469.3%
-4,914.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | -6.0% | +6.2% | -12.3% | -7.3% |
| 3M | -5.6% | +10.4% | -16.0% | -7.8% |
| 6M | -21.9% | -9.5% | -12.3% | -20.4% |
| YTD | -14.7% | +6.0% | -20.7% | -16.2% |
| 1Y | -17.3% | +9.3% | -26.5% | -19.3% |
| 3Y | -2.2% | +57.7% | -59.8% | -12.4% |
| 5Y | +20.3% | +77.7% | -57.4% | +4.2% |
| 10Y | +180.7% | +281.2% | -100.5% | +109.7% |
| All | +2,554.5% | +7,469.3% | -4,914.8% | +1,196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling