-9.2%
MCD vs CRCL
-9.9%
+0.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | -1.6% | -8.4% | +6.7% | -1.7% |
| 30D | +14.1% | -21.8% | +35.9% | +13.8% |
| 3M | +0.6% | -17.5% | +18.1% | +0.6% |
| 6M | 0.0% | -50.9% | +50.9% | -0.5% |
| YTD | -9.3% | -21.6% | +12.3% | -9.0% |
| 1Y | -9.3% | -24.5% | +15.2% | -9.1% |
| All | -9.2% | -9.9% | +0.7% | -8.4% |
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