+6,032.9%
CRM vs MCD
+1,646.1%
+4,386.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.0% |
| 7D | +1.3% | -2.8% | +4.1% | +3.2% |
| 30D | +34.3% | -6.0% | +40.3% | +39.3% |
| 3M | +37.7% | -5.6% | +43.3% | +42.2% |
| 6M | +34.9% | -21.9% | +56.8% | +57.2% |
| YTD | -1.6% | -14.7% | +13.1% | +7.7% |
| 1Y | +7.1% | -17.3% | +24.4% | +19.4% |
| 3Y | +19.0% | -2.2% | +21.2% | +14.8% |
| 5Y | -1.3% | +20.3% | -21.5% | -18.4% |
| 10Y | +251.2% | +180.7% | +70.5% | +46.5% |
| All | +6,032.9% | +1,646.1% | +4,386.8% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling