-15.4%
MCD vs CRCL
+34.8%
-50.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -1.0% |
| 7D | -2.9% | +4.9% | -7.8% | -2.8% |
| 30D | -6.7% | +38.7% | -45.4% | -6.3% |
| 3M | -9.6% | +14.7% | -24.2% | -9.3% |
| 6M | -22.3% | -16.9% | -5.5% | -22.2% |
| YTD | -15.4% | +17.3% | -32.7% | -14.9% |
| 1Y | -16.8% | -21.2% | +4.4% | -16.6% |
| All | -15.4% | +34.8% | -50.1% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling