-18.3%
MKC vs CRL
+85.3%
-103.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.3% | +12.7% | +5.1% |
| 7D | +9.6% | -12.8% | +22.3% | +9.2% |
| 30D | +12.0% | +5.0% | +7.0% | +11.6% |
| 3M | -2.0% | +39.4% | -41.4% | -2.3% |
| 6M | +7.2% | +89.4% | -82.1% | +8.0% |
| YTD | -23.7% | +63.6% | -87.3% | -23.1% |
| 1Y | -18.3% | +83.5% | -101.8% | -17.4% |
| All | -18.3% | +85.3% | -103.7% | -17.4% |
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