+13.4%
MCD vs CRS
+365.2%
-351.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | +1.9% |
| 7D | +5.9% | +4.9% | +1.0% | +6.0% |
| 30D | +19.6% | -20.8% | +40.5% | +19.3% |
| 3M | +3.3% | -46.4% | +49.7% | +2.8% |
| 6M | +3.5% | -28.6% | +32.0% | +2.7% |
| YTD | -6.1% | -2.8% | -3.3% | -6.9% |
| 1Y | -3.7% | -6.7% | +3.1% | -4.4% |
| 3Y | +13.4% | +368.0% | -354.6% | +6.7% |
| All | +13.4% | +365.2% | -351.8% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling