-14.6%
MCD vs CRCL
+47.9%
-62.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.8% | +17.1% | -19.9% | -2.6% |
| 30D | -6.0% | +61.3% | -67.3% | -5.3% |
| 3M | -5.6% | +12.7% | -18.3% | -5.3% |
| 6M | -21.9% | -3.1% | -18.8% | -21.5% |
| YTD | -14.7% | +28.7% | -43.4% | -14.0% |
| 1Y | -17.3% | -13.1% | -4.1% | -16.9% |
| All | -14.6% | +47.9% | -62.5% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling