+5,979.9%
MCD vs CRS
+10,171.0%
-4,191.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | -16.6% | +10.6% | -3.7% |
| 3M | -5.6% | -3.5% | -2.1% | -5.6% |
| 6M | -21.9% | +15.4% | -37.3% | -24.2% |
| YTD | -14.7% | +51.2% | -65.9% | -20.7% |
| 1Y | -17.3% | +98.3% | -115.6% | -26.6% |
| 3Y | -2.2% | +651.5% | -653.7% | -31.4% |
| 5Y | +20.3% | +1,411.1% | -1,390.8% | -26.8% |
| 10Y | +180.7% | +1,424.3% | -1,243.6% | +54.9% |
| All | +5,979.9% | +10,171.0% | -4,191.1% | +1,830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling