+110.7%
MCK vs CRL
+38.6%
+72.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | +0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.9% |
| 30D | +0.4% | -2.1% | +2.6% | +0.4% |
| 3M | +12.1% | +48.0% | -35.9% | +12.8% |
| 6M | -5.4% | +64.7% | -70.2% | -4.5% |
| YTD | +7.8% | +39.5% | -31.7% | +8.4% |
| 1Y | +22.9% | +74.2% | -51.2% | +23.8% |
| 3Y | +110.7% | +39.4% | +71.4% | +116.6% |
| All | +110.7% | +38.6% | +72.1% | +116.6% |
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