-40.5%
MDB vs CRS
+800.5%
-841.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.6% |
| 7D | +6.8% | +4.8% | +2.1% | +4.8% |
| 30D | -6.2% | -23.2% | +17.0% | +2.7% |
| 3M | -29.2% | -45.5% | +16.3% | -11.7% |
| 6M | +10.3% | -33.1% | +43.4% | +25.2% |
| YTD | -20.4% | -7.2% | -13.2% | -23.2% |
| 1Y | -4.8% | -10.0% | +5.2% | -7.4% |
| 3Y | -11.6% | +332.3% | -343.9% | -59.5% |
| All | -40.5% | +800.5% | -841.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling