+22.6%
MCD vs CRL
-13.0%
+35.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.6% | +8.9% | -10.5% | -2.0% |
| 30D | +16.0% | +14.0% | +2.1% | +14.9% |
| 3M | 0.0% | +19.8% | -19.9% | -1.4% |
| 6M | +0.9% | +102.0% | -101.1% | -3.7% |
| YTD | -8.7% | +70.8% | -79.6% | -12.1% |
| 1Y | -8.6% | +98.7% | -107.3% | -12.9% |
| 3Y | +9.9% | +98.2% | -88.3% | +3.2% |
| 5Y | +22.6% | -11.7% | +34.3% | +24.8% |
| All | +22.6% | -13.0% | +35.6% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling