+211.7%
MCD vs CMS
+125.4%
+86.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +7.1% | -1.3% | +8.4% | +7.7% |
| 30D | +19.8% | +6.3% | +13.5% | +16.8% |
| 3M | +0.8% | -2.1% | +2.9% | +1.6% |
| 6M | -1.3% | -5.1% | +3.8% | +0.7% |
| YTD | -7.8% | +1.3% | -9.0% | -8.5% |
| 1Y | -5.0% | -1.4% | -3.6% | -4.7% |
| 3Y | +10.5% | +36.9% | -26.4% | -3.6% |
| 5Y | +22.0% | +32.5% | -10.6% | +6.1% |
| All | +211.7% | +125.4% | +86.2% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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