-8.6%
MCD vs CRCL
-7.5%
-1.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.5% |
| 7D | -1.6% | -8.1% | +6.6% | -1.7% |
| 30D | +16.0% | -24.3% | +40.3% | +15.7% |
| 3M | 0.0% | -10.5% | +10.4% | 0.0% |
| 6M | +0.9% | -48.4% | +49.3% | +0.4% |
| YTD | -8.7% | -19.5% | +10.8% | -8.4% |
| 1Y | -8.6% | -26.0% | +17.5% | -8.4% |
| All | -8.6% | -7.5% | -1.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling