+1,017.5%
MDB vs CRS
+964.6%
+52.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -14.0% | -18.1% | +4.1% | -9.5% |
| 3M | +5.3% | -12.4% | +17.8% | +8.3% |
| 6M | +31.9% | +15.9% | +16.0% | +24.9% |
| YTD | -14.6% | +45.8% | -60.4% | -24.3% |
| 1Y | +8.2% | +87.8% | -79.5% | -11.5% |
| 3Y | -5.0% | +648.7% | -653.7% | -45.1% |
| 5Y | -24.5% | +1,416.6% | -1,441.2% | -62.5% |
| All | +1,017.5% | +964.6% | +52.9% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling