+6,592.2%
MCD vs CRS
+6,501.5%
+90.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.9% | +0.4% |
| 7D | +5.9% | +4.9% | +1.0% | +5.2% |
| 30D | +19.6% | -20.8% | +40.5% | +22.8% |
| 3M | +3.3% | -46.4% | +49.7% | +11.8% |
| 6M | +3.5% | -28.6% | +32.0% | +7.0% |
| YTD | -6.1% | -2.8% | -3.3% | -7.7% |
| 1Y | -3.7% | -6.7% | +3.1% | -4.9% |
| 3Y | +13.4% | +368.0% | -354.6% | -15.4% |
| 5Y | +25.2% | +852.9% | -827.7% | -19.1% |
| 10Y | +211.3% | +905.1% | -693.9% | +81.7% |
| All | +6,592.2% | +6,501.5% | +90.7% | +2,144.4% |
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