+25.2%
MCD vs CRS
+855.4%
-830.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | +1.4% |
| 7D | +5.9% | +4.9% | +1.0% | +5.7% |
| 30D | +19.6% | -20.8% | +40.5% | +20.5% |
| 3M | +3.3% | -46.4% | +49.7% | +5.8% |
| 6M | +3.5% | -28.6% | +32.0% | +4.2% |
| YTD | -6.1% | -2.8% | -3.3% | -7.3% |
| 1Y | -3.7% | -6.7% | +3.1% | -4.7% |
| 3Y | +13.4% | +368.0% | -354.6% | -4.2% |
| 5Y | +25.2% | +852.9% | -827.7% | -0.7% |
| All | +25.2% | +855.4% | -830.3% | -0.7% |
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