+11.6%
MDB vs CRS
+81.8%
-70.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.5% |
| 7D | -2.8% | -4.1% | +1.4% | -2.5% |
| 30D | -14.9% | -16.6% | +1.7% | -14.1% |
| 3M | +7.3% | -14.3% | +21.6% | +7.9% |
| 6M | +38.2% | +11.6% | +26.6% | +37.0% |
| YTD | -10.9% | +42.6% | -53.5% | -12.3% |
| 1Y | +11.6% | +81.8% | -70.2% | +6.9% |
| All | +11.6% | +81.8% | -70.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling