+13.3%
MCD vs CRL
+102.9%
-89.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.2% |
| 3M | +3.8% | +24.8% | -21.0% | +2.8% |
| 6M | +3.8% | +94.7% | -90.9% | +0.9% |
| YTD | -5.9% | +73.4% | -79.2% | -8.1% |
| 1Y | -3.2% | +104.7% | -107.9% | -6.3% |
| 3Y | +13.3% | +101.1% | -87.8% | +11.8% |
| All | +13.3% | +102.9% | -89.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling