+856.4%
MKC vs CRL
+1,633.2%
-776.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.8% | +11.9% | -7.1% | +3.0% |
| 3M | -12.8% | +20.2% | -33.0% | -15.2% |
| 6M | +5.0% | +107.5% | -102.5% | -4.9% |
| YTD | -29.1% | +69.4% | -98.5% | -34.6% |
| 1Y | -26.4% | +99.7% | -126.1% | -33.6% |
| 3Y | -21.6% | +98.8% | -120.4% | -31.3% |
| 5Y | -35.2% | -12.4% | -22.8% | -37.7% |
| 10Y | +25.6% | +352.9% | -327.2% | -4.8% |
| All | +856.4% | +1,633.2% | -776.8% | +556.5% |
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