+1,527.4%
MCD vs CRL
+1,630.9%
-103.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -1.7% |
| 7D | +7.1% | -6.1% | +13.2% | +7.8% |
| 30D | +19.8% | +12.4% | +7.4% | +17.3% |
| 3M | +0.8% | +27.1% | -26.3% | -3.2% |
| 6M | -1.3% | +85.7% | -87.0% | -10.8% |
| YTD | -7.8% | +69.2% | -77.0% | -16.0% |
| 1Y | -5.0% | +97.5% | -102.5% | -15.6% |
| 3Y | +10.5% | +86.1% | -75.5% | -4.4% |
| 5Y | +22.0% | -10.0% | +32.0% | +16.6% |
| 10Y | +216.7% | +395.0% | -178.3% | +124.9% |
| All | +1,527.4% | +1,630.9% | -103.4% | +844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling