+1,049.8%
MDB vs CRS
+1,003.8%
+46.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -17.4% | -0.2% | -17.2% | -17.3% |
| 30D | -2.0% | -16.6% | +14.6% | +2.6% |
| 3M | -3.0% | -3.5% | +0.5% | -2.7% |
| 6M | +48.7% | +15.4% | +33.2% | +40.8% |
| YTD | -12.1% | +51.2% | -63.3% | -22.9% |
| 1Y | +14.5% | +98.3% | -83.8% | -7.8% |
| 3Y | -6.1% | +651.5% | -657.7% | -45.8% |
| 5Y | -27.3% | +1,411.1% | -1,438.4% | -64.0% |
| All | +1,049.8% | +1,003.8% | +46.0% | +484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling