-3.5%
MCD vs CRL
+111.4%
-114.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.7% |
| 7D | +5.9% | +4.4% | +1.6% | +5.8% |
| 30D | +19.6% | +17.1% | +2.6% | +18.7% |
| 3M | +3.3% | +32.1% | -28.8% | +1.9% |
| 6M | +3.5% | +98.9% | -95.4% | +0.6% |
| YTD | -6.1% | +77.1% | -83.2% | -8.3% |
| All | -3.5% | +111.4% | -114.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling