+20.4%
MCD vs CRS
+1,394.1%
-1,373.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.2% |
| 7D | -2.0% | -3.1% | +1.0% | -1.9% |
| 30D | -6.1% | -19.6% | +13.5% | -5.2% |
| 3M | -7.3% | -8.1% | +0.8% | -7.2% |
| 6M | -20.9% | +18.6% | -39.5% | -22.1% |
| YTD | -14.7% | +45.9% | -60.5% | -17.0% |
| 1Y | -16.1% | +82.5% | -98.6% | -19.7% |
| 3Y | -1.5% | +648.9% | -650.4% | -18.7% |
| 5Y | +20.4% | +1,438.1% | -1,417.7% | -9.7% |
| All | +20.4% | +1,394.1% | -1,373.7% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling