+1,065.8%
MDB vs CRS
+940.9%
+124.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.9% |
| 7D | -2.8% | -4.1% | +1.4% | -1.8% |
| 30D | -14.9% | -16.6% | +1.7% | -10.8% |
| 3M | +7.3% | -14.3% | +21.6% | +11.0% |
| 6M | +38.2% | +11.6% | +26.6% | +32.1% |
| YTD | -10.9% | +42.6% | -53.5% | -20.6% |
| 1Y | +11.6% | +81.8% | -70.2% | -8.0% |
| 3Y | -0.9% | +632.1% | -633.0% | -42.4% |
| 5Y | -23.5% | +1,401.6% | -1,425.2% | -61.9% |
| All | +1,065.8% | +940.9% | +124.9% | +501.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling