-15.5%
MCD vs CRCL
+30.9%
-46.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | -2.5% | -12.5% | +10.0% | -2.7% |
| 30D | -7.0% | +26.9% | -34.0% | -6.7% |
| 3M | -9.8% | +14.4% | -24.2% | -9.5% |
| 6M | -21.8% | -23.5% | +1.8% | -21.7% |
| YTD | -15.6% | +13.9% | -29.5% | -15.0% |
| 1Y | -15.2% | -20.6% | +5.4% | -14.9% |
| All | -15.5% | +30.9% | -46.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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