+427.0%
MCK vs CRL
+256.1%
+171.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.4% |
| 30D | +0.4% | -2.1% | +2.6% | +0.7% |
| 3M | +12.1% | +48.0% | -35.9% | +5.5% |
| 6M | -5.4% | +64.7% | -70.2% | -13.0% |
| YTD | +7.8% | +39.5% | -31.7% | +1.2% |
| 1Y | +22.9% | +74.2% | -51.2% | +10.7% |
| 3Y | +110.7% | +39.4% | +71.4% | +88.7% |
| 5Y | +346.2% | -36.9% | +383.1% | +393.6% |
| All | +427.0% | +256.1% | +171.0% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling