+205.9%
MCD vs CRL
+358.0%
-152.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.9% | +5.0% | -7.0% | -2.7% |
| 30D | +16.6% | +13.5% | +3.1% | +13.8% |
| 3M | +0.9% | +21.5% | -20.6% | -2.7% |
| 6M | +1.5% | +103.4% | -102.0% | -10.7% |
| YTD | -8.3% | +71.8% | -80.1% | -17.6% |
| 1Y | -8.1% | +97.5% | -105.7% | -19.5% |
| 3Y | +10.3% | +99.2% | -88.9% | -8.1% |
| 5Y | +23.4% | -12.1% | +35.6% | +25.3% |
| 10Y | +205.9% | +359.2% | -153.3% | +89.3% |
| All | +205.9% | +358.0% | -152.1% | +89.3% |
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