+205.9%
MCD vs CMS
+137.8%
+68.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -1.9% | -1.1% | -0.8% | -1.5% |
| 30D | +16.6% | +6.6% | +10.0% | +13.6% |
| 3M | +0.9% | +0.8% | +0.1% | +0.6% |
| 6M | +1.5% | -3.3% | +4.8% | +2.7% |
| YTD | -8.3% | +2.7% | -11.0% | -9.6% |
| 1Y | -8.1% | -4.0% | -4.1% | -6.9% |
| 3Y | +10.3% | +37.6% | -27.3% | -4.1% |
| 5Y | +23.4% | +35.4% | -12.0% | +6.3% |
| 10Y | +205.9% | +136.0% | +69.9% | +131.6% |
| All | +205.9% | +137.8% | +68.2% | +131.6% |
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