-1.5%
MCD vs CMI
+156.7%
-158.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.0% | +1.9% | -3.9% | -2.1% |
| 30D | -6.1% | -12.5% | +6.4% | -6.0% |
| 3M | -7.3% | -16.2% | +9.0% | -7.1% |
| 6M | -20.9% | +4.9% | -25.8% | -22.0% |
| YTD | -14.7% | +11.1% | -25.8% | -16.3% |
| 1Y | -16.1% | +43.4% | -59.5% | -19.6% |
| 3Y | -1.5% | +154.1% | -155.6% | -13.7% |
| All | -1.5% | +156.7% | -158.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling