+26.9%
MKC vs CRL
+249.3%
-222.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -2.8% | -6.9% | +4.1% | -1.9% |
| 30D | -3.4% | -3.2% | -0.2% | -3.0% |
| 3M | +3.8% | +46.5% | -42.8% | -1.8% |
| 6M | -17.9% | +63.1% | -81.0% | -23.9% |
| YTD | -23.6% | +36.9% | -60.5% | -27.6% |
| 1Y | -23.1% | +78.1% | -101.2% | -30.2% |
| 3Y | -31.5% | +36.7% | -68.2% | -37.5% |
| 5Y | -33.1% | -38.1% | +5.0% | -29.5% |
| All | +26.9% | +249.3% | -222.5% | -8.8% |
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