+181.3%
MCD vs CRS
+1,345.8%
-1,164.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -0.5% | -2.3% | -2.8% |
| 30D | -6.7% | -18.1% | +11.4% | -4.7% |
| 3M | -9.6% | -12.4% | +2.9% | -8.6% |
| 6M | -22.3% | +15.9% | -38.2% | -24.3% |
| YTD | -15.4% | +45.8% | -61.3% | -20.0% |
| 1Y | -16.8% | +87.8% | -104.6% | -24.2% |
| 3Y | -2.4% | +648.7% | -651.1% | -29.0% |
| 5Y | +19.4% | +1,416.6% | -1,397.3% | -24.6% |
| 10Y | +181.3% | +1,412.7% | -1,231.4% | +58.1% |
| All | +181.3% | +1,345.8% | -1,164.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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