+5,648.9%
CRM vs MDT
+202.4%
+5,446.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -8.1% | -1.6% | -6.5% | -7.3% |
| 30D | +23.1% | +1.0% | +22.0% | +22.1% |
| 3M | +42.5% | +15.2% | +27.3% | +31.6% |
| 6M | +25.3% | +3.7% | +21.6% | +21.4% |
| YTD | -7.8% | -3.0% | -4.8% | -7.7% |
| 1Y | +1.0% | +2.5% | -1.4% | -2.4% |
| 3Y | +10.0% | +26.5% | -16.5% | -7.8% |
| 5Y | -3.9% | -18.3% | +14.4% | +2.4% |
| 10Y | +233.2% | +40.2% | +193.0% | +147.9% |
| All | +5,648.9% | +202.4% | +5,446.6% | +2,340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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