+10.5%
MCD vs CRL
+86.4%
-75.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -0.8% |
| 7D | +7.1% | -6.1% | +13.2% | +7.3% |
| 30D | +19.8% | +12.4% | +7.4% | +19.0% |
| 3M | +0.8% | +27.1% | -26.3% | -0.3% |
| 6M | -1.3% | +85.7% | -87.0% | -3.9% |
| YTD | -7.8% | +69.2% | -77.0% | -9.9% |
| 1Y | -5.0% | +97.5% | -102.5% | -7.9% |
| 3Y | +10.5% | +86.1% | -75.5% | +7.9% |
| All | +10.5% | +86.4% | -75.9% | +7.9% |
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 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