+25.2%
MCD vs CMS
+36.1%
-10.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.6% |
| 7D | +5.9% | -0.9% | +6.9% | +6.3% |
| 30D | +19.6% | +7.1% | +12.6% | +16.7% |
| 3M | +3.3% | -1.3% | +4.6% | +3.7% |
| 6M | +3.5% | -2.7% | +6.1% | +4.4% |
| YTD | -6.1% | +2.6% | -8.7% | -7.3% |
| 1Y | -3.7% | -2.0% | -1.7% | -3.2% |
| 3Y | +13.4% | +39.6% | -26.3% | +0.3% |
| 5Y | +25.2% | +35.3% | -10.2% | +9.7% |
| All | +25.2% | +36.1% | -10.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling