-8.6%
MCD vs CRL
+97.0%
-105.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.6% | +8.9% | -10.5% | -1.6% |
| 30D | +16.0% | +14.0% | +2.1% | +15.2% |
| 3M | 0.0% | +19.8% | -19.9% | -1.0% |
| 6M | +0.9% | +102.0% | -101.1% | -1.8% |
| YTD | -8.7% | +70.8% | -79.6% | -10.7% |
| 1Y | -8.6% | +98.7% | -107.3% | -14.3% |
| All | -8.6% | +97.0% | -105.5% | -14.3% |
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 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