-31.9%
MKC vs CRL
+38.7%
-70.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -4.3% | -4.6% | +0.3% | -4.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +6.8% | +46.6% | -39.8% | +4.3% |
| 6M | -18.3% | +57.3% | -75.6% | -20.7% |
| YTD | -23.1% | +39.5% | -62.6% | -24.8% |
| 1Y | -23.7% | +76.9% | -100.5% | -27.0% |
| All | -31.9% | +38.7% | -70.5% | -35.9% |
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