-3.2%
MCD vs CRL
+106.9%
-110.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +7.3% | -1.7% | +9.0% | +7.3% |
| 30D | +20.0% | +14.6% | +5.4% | +19.0% |
| 3M | +3.8% | +24.8% | -21.0% | +2.6% |
| 6M | +3.8% | +94.7% | -90.9% | +0.9% |
| YTD | -5.9% | +73.4% | -79.2% | -8.0% |
| 1Y | -3.2% | +104.7% | -107.9% | -10.9% |
| All | -3.2% | +106.9% | -110.1% | -10.9% |
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