+19.4%
MCD vs CMI
+165.6%
-146.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -6.7% | -12.3% | +5.5% | -5.7% |
| 3M | -9.6% | -16.8% | +7.2% | -8.3% |
| 6M | -22.3% | +1.5% | -23.8% | -23.5% |
| YTD | -15.4% | +9.8% | -25.2% | -18.0% |
| 1Y | -16.8% | +42.6% | -59.4% | -22.8% |
| 3Y | -2.4% | +151.0% | -153.4% | -20.7% |
| 5Y | +19.4% | +167.0% | -147.7% | -6.8% |
| All | +19.4% | +165.6% | -146.2% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling