+9.7%
CRM vs MCD
-2.7%
+12.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.1% | -2.5% | -5.6% | -7.7% |
| 30D | +23.1% | -7.0% | +30.1% | +24.6% |
| 3M | +42.5% | -9.8% | +52.3% | +44.8% |
| 6M | +25.3% | -21.8% | +47.1% | +30.5% |
| YTD | -7.8% | -15.6% | +7.8% | -5.7% |
| 1Y | +1.0% | -15.2% | +16.2% | +3.2% |
| All | +9.7% | -2.7% | +12.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 3y: compounded portfolio wealth divided by compounded MCD 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…
3y analysis · Full analysis span regression · 6 months rolling