+181.3%
MCD vs CMI
+501.9%
-320.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -6.7% | -12.3% | +5.5% | -3.9% |
| 3M | -9.6% | -16.8% | +7.2% | -6.3% |
| 6M | -22.3% | +1.5% | -23.8% | -24.2% |
| YTD | -15.4% | +9.8% | -25.2% | -19.7% |
| 1Y | -16.8% | +42.6% | -59.4% | -27.2% |
| 3Y | -2.4% | +151.0% | -153.4% | -30.5% |
| 5Y | +19.4% | +167.0% | -147.7% | -18.8% |
| 10Y | +181.3% | +512.2% | -330.8% | +43.4% |
| All | +181.3% | +501.9% | -320.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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