+5,216.4%
MCK vs CRL
+1,300.0%
+3,916.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -4.4% | -6.9% | +2.5% | -3.0% |
| 30D | -2.2% | -3.2% | +1.0% | -1.7% |
| 3M | +11.6% | +46.5% | -35.0% | +3.2% |
| 6M | -4.9% | +63.1% | -68.1% | -14.6% |
| YTD | +7.7% | +36.9% | -29.1% | -0.5% |
| 1Y | +25.2% | +78.1% | -52.9% | +8.9% |
| 3Y | +112.1% | +36.7% | +75.5% | +84.7% |
| 5Y | +345.8% | -38.1% | +383.9% | +354.7% |
| 10Y | +439.7% | +246.6% | +193.1% | +244.4% |
| All | +5,216.4% | +1,300.0% | +3,916.4% | +2,368.0% |
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