+213.3%
MCD vs CRS
+849.0%
-635.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +7.3% | +0.2% | +7.1% | +7.2% |
| 30D | +20.0% | -22.9% | +42.8% | +22.8% |
| 3M | +3.8% | -46.8% | +50.7% | +10.7% |
| 6M | +3.8% | -30.4% | +34.2% | +6.7% |
| YTD | -5.9% | -5.4% | -0.5% | -7.2% |
| 1Y | -3.2% | -9.0% | +5.7% | -4.3% |
| 3Y | +13.3% | +352.2% | -338.9% | -13.4% |
| 5Y | +25.2% | +852.2% | -827.0% | -17.6% |
| 10Y | +213.3% | +862.6% | -649.3% | +83.3% |
| All | +213.3% | +849.0% | -635.6% | +83.3% |
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