-1.5%
MCD vs CRL
+38.0%
-39.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.4% |
| 7D | -2.8% | -1.0% | -1.8% | -2.8% |
| 30D | -6.0% | +10.7% | -16.7% | -6.4% |
| 3M | -5.6% | +55.3% | -60.9% | -7.3% |
| 6M | -21.9% | +60.7% | -82.5% | -23.5% |
| YTD | -14.7% | +44.6% | -59.3% | -16.2% |
| 1Y | -17.3% | +77.7% | -95.0% | -19.6% |
| All | -1.5% | +38.0% | -39.5% | -1.8% |
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