+211.3%
MCD vs CRL
+400.8%
-189.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.1% |
| 7D | +5.9% | +4.4% | +1.6% | +5.0% |
| 30D | +19.6% | +17.1% | +2.6% | +16.2% |
| 3M | +3.3% | +32.1% | -28.8% | -1.8% |
| 6M | +3.5% | +98.9% | -95.4% | -8.5% |
| YTD | -6.1% | +77.1% | -83.2% | -16.0% |
| 1Y | -3.7% | +110.3% | -113.9% | -16.5% |
| 3Y | +13.4% | +108.5% | -95.1% | -6.4% |
| 5Y | +25.2% | -7.9% | +33.0% | +25.7% |
| 10Y | +211.3% | +368.9% | -157.7% | +91.3% |
| All | +211.3% | +400.8% | -189.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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