+6,511.4%
MCD vs CMS
+475.9%
+6,035.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +8.0% | +1.7% | +6.4% | +7.7% |
| 30D | +19.6% | +8.6% | +11.0% | +17.6% |
| 3M | +2.2% | -0.5% | +2.7% | +2.3% |
| 6M | -1.1% | -4.2% | +3.0% | -0.3% |
| YTD | -7.2% | +3.4% | -10.7% | -8.0% |
| 1Y | -6.7% | +0.4% | -7.1% | -6.9% |
| 3Y | +11.6% | +38.2% | -26.6% | +4.2% |
| 5Y | +22.6% | +35.4% | -12.8% | +14.4% |
| 10Y | +218.4% | +131.7% | +86.7% | +168.7% |
| All | +6,511.4% | +475.9% | +6,035.5% | +4,382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling