+5,979.9%
MCD vs CMI
+19,768.2%
-13,788.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.0% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -6.0% | -13.4% | +7.4% | -3.7% |
| 3M | -5.6% | -17.0% | +11.4% | -3.0% |
| 6M | -21.9% | -1.6% | -20.2% | -22.4% |
| YTD | -14.7% | +11.0% | -25.7% | -17.4% |
| 1Y | -17.3% | +41.9% | -59.2% | -23.6% |
| 3Y | -2.2% | +151.8% | -154.0% | -19.6% |
| 5Y | +20.3% | +163.6% | -143.3% | -2.9% |
| 10Y | +180.7% | +472.9% | -292.2% | +94.5% |
| All | +5,979.9% | +19,768.2% | -13,788.3% | +1,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling