-23.3%
MKC vs CRL
+78.8%
-102.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -5.9% | -1.0% | -4.8% | -5.8% |
| 30D | -0.9% | +10.7% | -11.5% | -1.2% |
| 3M | +12.7% | +55.3% | -42.6% | +11.6% |
| 6M | -19.3% | +60.7% | -80.0% | -19.8% |
| YTD | -22.2% | +44.6% | -66.8% | -22.3% |
| 1Y | -23.3% | +77.7% | -101.1% | -26.2% |
| All | -23.3% | +78.8% | -102.2% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling