-25.0%
MDB vs CRS
+1,446.5%
-1,471.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.1% |
| 7D | -18.0% | -3.1% | -14.9% | -17.0% |
| 30D | -10.7% | -19.6% | +8.9% | -3.2% |
| 3M | +1.0% | -8.1% | +9.1% | +3.0% |
| 6M | +31.6% | +18.6% | +13.1% | +19.6% |
| YTD | -15.2% | +45.9% | -61.0% | -30.0% |
| 1Y | +10.1% | +82.5% | -72.4% | -19.4% |
| 3Y | -5.6% | +648.9% | -654.5% | -63.7% |
| All | -25.0% | +1,446.5% | -1,471.5% | -78.5% |
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