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  • CRS vs MDY✓SelectedUSD · MDYCRS vs MDY performance historyLatest closeAs of-1.13%09/11
Stock and ETF performance explorer

CRS vs MDY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,323.2%
MDY return
+177.2%
Excess return
+1,146.0%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMDYExcessAlpha
1D-1.1%+0.8%-1.9%-2.4%
7D-6.8%-1.9%-4.9%-4.0%
30D-16.1%-4.6%-11.5%-9.6%
3M-21.2%-1.2%-19.9%-19.5%
6M+8.7%+9.2%-0.5%-3.9%
YTD+41.0%+13.1%+27.9%+17.9%
1Y+82.7%+13.0%+69.7%+53.5%
3Y+604.8%+49.2%+555.6%+286.0%
5Y+1,384.7%+47.2%+1,337.4%+744.7%
All+1,323.2%+177.2%+1,146.0%+209.8%

Cumulative growth

Daily Returns

Daily percentage return beside MDY.

Daily Out/Under-Performance

Portfolio return minus MDY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MDY 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 MDY 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